-26.6%
RKT vs MSTZ
-29.5%
+2.9%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -0.9% |
| 7D | +2.1% | -29.7% | +31.8% | +0.1% |
| 30D | +1.4% | -65.3% | +66.7% | -4.7% |
| 3M | +6.3% | -57.3% | +63.6% | +3.3% |
| 6M | -15.5% | -61.6% | +46.2% | -16.2% |
| YTD | -27.4% | -78.3% | +50.9% | -28.1% |
| 1Y | -26.6% | -30.2% | +3.7% | -15.2% |
| All | -26.6% | -29.5% | +2.9% | -15.2% |
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 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