-68.1%
RGTI vs MSTZ
-63.1%
-5.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -9.6% | +10.7% | -1.6% |
| 7D | -9.6% | +0.7% | -10.3% | -8.6% |
| 30D | -26.0% | +16.6% | -42.6% | -19.9% |
| 3M | -35.8% | -74.7% | +38.9% | -51.9% |
| 6M | -36.7% | -43.9% | +7.2% | -28.2% |
| YTD | -49.4% | -84.0% | +34.6% | -52.9% |
| 1Y | -68.1% | -65.1% | -3.0% | -52.6% |
| All | -68.1% | -63.1% | -5.1% | -52.6% |
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