-30.5%
RKT vs MSTZ
-99.2%
+68.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.5% | -8.2% | -2.4% |
| 7D | -1.0% | -23.6% | +22.6% | -1.9% |
| 30D | -2.4% | -60.7% | +58.3% | -5.9% |
| 3M | +1.9% | -58.3% | +60.1% | -0.3% |
| 6M | -13.9% | -60.0% | +46.2% | -14.3% |
| YTD | -30.6% | -75.2% | +44.6% | -30.9% |
| 1Y | -34.4% | -19.9% | -14.5% | -30.4% |
| All | -30.5% | -99.2% | +68.7% | -21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling