+39.7%
RIG vs MSTZ
-63.1%
+102.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -9.6% | +1.9% | -8.0% |
| 7D | -18.8% | +0.7% | -19.5% | -18.7% |
| 30D | -1.1% | +16.6% | -17.7% | 0.0% |
| 3M | +4.4% | -74.7% | +79.1% | -2.0% |
| 6M | -20.8% | -43.9% | +23.1% | -18.2% |
| YTD | +32.0% | -84.0% | +116.0% | +25.5% |
| 1Y | +39.7% | -65.1% | +104.8% | +51.0% |
| All | +39.7% | -63.1% | +102.8% | +51.0% |
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 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