+174.7%
RBRK vs MSTZ
-99.1%
+273.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.8% | +1.2% | -3.0% |
| 7D | -7.5% | +17.0% | -24.5% | -5.6% |
| 30D | -10.4% | -61.8% | +51.4% | -17.4% |
| 3M | +21.3% | -54.6% | +75.9% | +17.0% |
| 6M | +50.6% | -59.3% | +109.9% | +48.1% |
| YTD | +13.3% | -74.6% | +87.9% | +11.7% |
| 1Y | +11.2% | -18.8% | +30.1% | +31.7% |
| All | +174.7% | -99.1% | +273.9% | +177.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling