-56.2%
MSTZ vs RRC
+35.0%
-91.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.8% | +13.6% | +13.0% |
| 7D | +25.6% | +2.5% | +23.1% | +24.9% |
| 30D | +50.6% | +21.1% | +29.4% | +44.8% |
| 3M | -64.5% | +28.4% | -92.9% | -65.9% |
| 6M | -14.0% | +26.5% | -40.5% | -20.1% |
| YTD | -76.4% | +47.0% | -123.4% | -74.4% |
| 1Y | -56.2% | +35.2% | -91.4% | -55.1% |
| All | -56.2% | +35.0% | -91.3% | -55.1% |
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