-99.2%
MSTZ vs RRC
+45.1%
-144.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +1.8% |
| 7D | -29.7% | +1.3% | -31.0% | -29.1% |
| 30D | -65.3% | +10.1% | -75.4% | -62.2% |
| 3M | -57.3% | +4.0% | -61.3% | -57.3% |
| 6M | -61.6% | +1.6% | -63.2% | -62.7% |
| YTD | -78.3% | +19.7% | -98.0% | -73.0% |
| 1Y | -30.2% | +21.4% | -51.7% | -8.6% |
| All | -99.2% | +45.1% | -144.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling