+123.3%
RL vs MSTZ
-99.3%
+222.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.9% | +0.9% | +6.1% |
| 7D | +0.2% | +4.3% | -4.0% | +0.8% |
| 30D | +7.3% | +30.2% | -22.8% | +9.7% |
| 3M | +1.0% | -66.9% | +67.9% | -2.9% |
| 6M | +11.8% | -26.3% | +38.1% | +15.9% |
| YTD | +13.6% | -80.1% | +93.7% | +12.6% |
| 1Y | +24.0% | -57.5% | +81.5% | +31.0% |
| All | +123.3% | -99.3% | +222.6% | +111.2% |
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 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