+83.1%
RIO vs MSTZ
-99.3%
+182.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | +0.5% |
| 7D | 0.0% | -29.7% | +29.7% | -1.2% |
| 30D | +4.0% | -65.3% | +69.3% | +0.2% |
| 3M | +0.1% | -57.3% | +57.5% | -1.7% |
| 6M | +12.7% | -61.6% | +74.4% | +11.4% |
| YTD | +35.6% | -78.3% | +113.8% | +33.4% |
| 1Y | +73.7% | -30.2% | +103.9% | +79.0% |
| All | +83.1% | -99.3% | +182.3% | +64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling