-99.1%
MSTZ vs RNG
+153.2%
-252.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.6% | +4.5% |
| 7D | +30.8% | +4.6% | +26.2% | +34.8% |
| 30D | +41.2% | +0.4% | +40.8% | +45.0% |
| 3M | -60.9% | +11.4% | -72.3% | -55.1% |
| 6M | -15.7% | +95.7% | -111.4% | +44.6% |
| YTD | -75.2% | +162.9% | -238.1% | -35.6% |
| 1Y | -59.8% | +180.3% | -240.1% | +11.5% |
| All | -99.1% | +153.2% | -252.4% | -95.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling