+88.7%
RIG vs MSTZ
-29.5%
+118.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.6% | -5.4% | -2.7% |
| 7D | +0.9% | -29.7% | +30.6% | -0.9% |
| 30D | +13.8% | -65.3% | +79.1% | +6.8% |
| 3M | -6.4% | -57.3% | +50.9% | -8.1% |
| 6M | -8.2% | -61.6% | +53.5% | -9.6% |
| YTD | +41.6% | -78.3% | +119.9% | +36.3% |
| 1Y | +88.7% | -30.2% | +119.0% | +123.7% |
| All | +88.7% | -29.5% | +118.2% | +123.7% |
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