-99.1%
MSTZ vs RRC
+79.5%
-178.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.2% | +5.4% |
| 7D | +30.8% | +6.4% | +24.4% | +35.7% |
| 30D | +41.2% | +23.9% | +17.3% | +61.9% |
| 3M | -60.9% | +30.2% | -91.1% | -53.5% |
| 6M | -15.7% | +26.3% | -41.9% | -6.6% |
| YTD | -75.2% | +48.1% | -123.3% | -65.0% |
| 1Y | -59.8% | +37.7% | -97.5% | -48.4% |
| All | -99.1% | +79.5% | -178.6% | -97.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling