+83.9%
RIO vs MSTZ
-99.2%
+183.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.5% | +0.2% |
| 7D | +1.0% | -23.6% | +24.5% | +0.1% |
| 30D | +4.0% | -60.7% | +64.8% | +0.8% |
| 3M | +4.5% | -58.3% | +62.8% | +2.5% |
| 6M | +17.3% | -60.0% | +77.4% | +16.2% |
| YTD | +36.2% | -75.2% | +111.4% | +34.8% |
| 1Y | +76.1% | -19.9% | +96.0% | +82.7% |
| All | +83.9% | -99.2% | +183.1% | +66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling