-31.0%
MSTZ vs RNG
+54.0%
-85.0%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | -0.8% |
| 7D | -1.2% | -11.3% | +10.1% | -7.2% |
| 30D | +22.2% | -5.7% | +27.9% | +20.4% |
| 3M | -70.4% | +16.8% | -87.2% | -67.9% |
| 6M | -31.0% | +58.5% | -89.5% | -17.2% |
| All | -31.0% | +54.0% | -85.0% | -17.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling