+0.5%
RGTI vs MSTZ
-29.5%
+30.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | +0.9% |
| 7D | -2.5% | -29.7% | +27.2% | -9.9% |
| 30D | -9.4% | -65.3% | +55.9% | -30.3% |
| 3M | -37.1% | -57.3% | +20.2% | -42.0% |
| 6M | -14.4% | -61.6% | +47.2% | -16.5% |
| YTD | -31.4% | -78.3% | +46.9% | -33.8% |
| 1Y | +0.5% | -30.2% | +30.8% | +59.5% |
| All | +0.5% | -29.5% | +30.0% | +59.5% |
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 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