-17.4%
RMBS vs MSTZ
-63.1%
+45.7%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -9.6% | +3.6% | -7.3% |
| 7D | -8.9% | +0.7% | -9.7% | -8.5% |
| 30D | -24.8% | +16.6% | -41.4% | -22.0% |
| 3M | -17.6% | -74.7% | +57.1% | -27.5% |
| 6M | -25.7% | -43.9% | +18.3% | -21.1% |
| YTD | -9.8% | -84.0% | +74.2% | -15.2% |
| 1Y | -17.4% | -65.1% | +47.7% | -7.7% |
| All | -17.4% | -63.1% | +45.7% | -7.7% |
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