+8.2%
RBRK vs MSTZ
-29.5%
+37.7%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -1.0% | +2.0% |
| 7D | +0.7% | -29.7% | +30.4% | -2.3% |
| 30D | +10.4% | -65.3% | +75.7% | +1.3% |
| 3M | +21.6% | -57.3% | +79.0% | +17.1% |
| 6M | +70.7% | -61.6% | +132.4% | +67.0% |
| YTD | +22.5% | -78.3% | +100.8% | +17.6% |
| 1Y | +8.2% | -30.2% | +38.5% | +30.4% |
| All | +8.2% | -29.5% | +37.7% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling