-99.3%
MSTZ vs RRC
+68.7%
-168.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | -1.1% |
| 7D | -1.2% | -10.8% | +9.6% | -8.0% |
| 30D | +22.2% | +22.3% | -0.1% | +40.8% |
| 3M | -70.4% | +26.6% | -97.0% | -65.1% |
| 6M | -31.0% | +18.9% | -49.9% | -26.1% |
| YTD | -81.0% | +39.2% | -120.2% | -74.2% |
| 1Y | -61.2% | +34.0% | -95.1% | -49.6% |
| All | -99.3% | +68.7% | -168.0% | -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 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