-99.3%
MSTZ vs RRC
+79.6%
-178.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -1.4% |
| 7D | +31.0% | -0.5% | +31.5% | +30.8% |
| 30D | +34.0% | +25.2% | +8.7% | +55.1% |
| 3M | -67.7% | +27.8% | -95.5% | -62.3% |
| 6M | -14.9% | +27.2% | -42.1% | -5.1% |
| YTD | -79.1% | +48.2% | -127.2% | -70.5% |
| 1Y | -58.9% | +34.7% | -93.7% | -48.7% |
| All | -99.3% | +79.6% | -178.8% | -97.9% |
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 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