-65.1%
MSTZ vs RRC
+44.7%
-109.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -3.5% | -6.0% | -8.8% |
| 7D | +0.7% | -6.8% | +7.5% | +2.2% |
| 30D | +16.6% | +34.7% | -18.1% | +12.4% |
| 3M | -74.7% | +31.5% | -106.2% | -75.6% |
| 6M | -43.9% | +21.8% | -65.7% | -49.1% |
| YTD | -84.0% | +48.9% | -132.9% | -82.5% |
| 1Y | -65.1% | +42.1% | -107.2% | -60.9% |
| All | -65.1% | +44.7% | -109.8% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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