+126.9%
RMBS vs MSTZ
-99.2%
+226.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.2% | -6.5% | +2.8% |
| 7D | +3.0% | -25.4% | +28.3% | -0.1% |
| 30D | -14.4% | -60.9% | +46.5% | -22.7% |
| 3M | -42.8% | -54.2% | +11.3% | -45.3% |
| 6M | -1.4% | -65.0% | +63.6% | -5.8% |
| YTD | -5.4% | -76.5% | +71.1% | -8.2% |
| 1Y | +18.6% | -23.4% | +42.0% | +41.1% |
| All | +126.9% | -99.2% | +226.1% | +88.3% |
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 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