-29.1%
RKT vs MSTZ
-99.2%
+70.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | +0.3% |
| 7D | -9.0% | +30.8% | -39.7% | -7.5% |
| 30D | +30.2% | +41.2% | -11.0% | +33.5% |
| 3M | -8.8% | -60.9% | +52.1% | -10.9% |
| 6M | -0.9% | -15.7% | +14.7% | +2.4% |
| YTD | -29.2% | -75.2% | +46.0% | -28.5% |
| 1Y | -20.1% | -59.8% | +39.7% | -17.1% |
| All | -29.1% | -99.2% | +70.1% | -18.5% |
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 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