-65.1%
MSTZ vs RNG
+179.4%
-244.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.2% | -9.3% | -9.7% |
| 7D | +0.7% | -9.6% | +10.3% | -4.0% |
| 30D | +16.6% | -1.4% | +18.0% | +18.0% |
| 3M | -74.7% | +28.8% | -103.4% | -70.4% |
| 6M | -43.9% | +65.6% | -109.5% | -26.0% |
| YTD | -84.0% | +171.4% | -255.4% | -63.6% |
| 1Y | -65.1% | +185.3% | -250.4% | -28.5% |
| All | -65.1% | +179.4% | -244.5% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling