-99.3%
MSTZ vs RNG
+152.3%
-251.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.4% | -4.6% | -0.5% |
| 7D | +31.0% | -3.5% | +34.5% | +28.5% |
| 30D | +34.0% | -3.8% | +37.7% | +34.2% |
| 3M | -67.7% | +18.6% | -86.2% | -61.3% |
| 6M | -14.9% | +69.2% | -84.1% | +32.0% |
| YTD | -79.1% | +161.9% | -240.9% | -45.7% |
| 1Y | -58.9% | +176.2% | -235.2% | +12.6% |
| All | -99.3% | +152.3% | -251.5% | -95.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling