+1,762.2%
RGTI vs MSTZ
-99.1%
+1,861.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.8% | +4.5% | -0.3% |
| 7D | +0.5% | +17.0% | -16.6% | +4.9% |
| 30D | -17.1% | -61.8% | +44.7% | -32.8% |
| 3M | -26.0% | -54.6% | +28.6% | -32.0% |
| 6M | -9.9% | -59.3% | +49.4% | -11.3% |
| YTD | -31.1% | -74.6% | +43.5% | -30.3% |
| 1Y | -8.5% | -18.8% | +10.3% | +34.8% |
| All | +1,762.2% | -99.1% | +1,861.3% | +1,420.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling