-99.3%
MSTZ vs RRC
+73.8%
-173.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.7% | -3.7% | +21.4% | +15.4% |
| 7D | +13.4% | -6.9% | +20.2% | +8.4% |
| 30D | +37.5% | +25.4% | +12.1% | +60.9% |
| 3M | -69.9% | +31.9% | -101.9% | -63.5% |
| 6M | -32.0% | +17.2% | -49.2% | -29.5% |
| YTD | -81.2% | +43.4% | -124.6% | -74.0% |
| 1Y | -56.1% | +36.7% | -92.8% | -42.5% |
| All | -99.3% | +73.8% | -173.1% | -98.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling