-6.7%
RCL vs MSTZ
-63.6%
+56.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.8% | 0.0% |
| 7D | -5.1% | -29.7% | +24.6% | -6.2% |
| 30D | -19.0% | -65.3% | +46.3% | -22.6% |
| 3M | -9.6% | -57.3% | +47.8% | -8.2% |
| 6M | -6.7% | -61.6% | +54.9% | -6.0% |
| All | -6.7% | -63.6% | +56.9% | -6.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling