+73.9%
RIG vs MSTZ
-18.6%
+92.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.8% | +2.0% | -2.0% |
| 7D | -3.1% | +17.0% | -20.1% | -2.0% |
| 30D | -0.5% | -61.8% | +61.3% | -6.2% |
| 3M | -6.0% | -54.6% | +48.6% | -7.9% |
| 6M | -10.1% | -59.3% | +49.1% | -12.0% |
| YTD | +37.3% | -74.6% | +111.9% | +33.6% |
| 1Y | +73.9% | -18.8% | +92.7% | +114.1% |
| All | +73.9% | -18.6% | +92.5% | +114.1% |
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