+76.2%
RIO vs MSTZ
-99.1%
+175.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +6.6% | -10.8% | -3.9% |
| 7D | -3.4% | +24.8% | -28.1% | -2.4% |
| 30D | +0.6% | -59.2% | +59.8% | -2.4% |
| 3M | +2.5% | -56.9% | +59.4% | +0.8% |
| 6M | +10.8% | -57.6% | +68.4% | +10.1% |
| YTD | +30.5% | -73.6% | +104.1% | +29.5% |
| 1Y | +68.1% | -15.6% | +83.7% | +74.8% |
| All | +76.2% | -99.1% | +175.3% | +59.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling