-15.7%
RMD vs MSTZ
-29.5%
+13.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.3% |
| 7D | -5.0% | -29.7% | +24.7% | -5.4% |
| 30D | +2.2% | -65.3% | +67.5% | +0.6% |
| 3M | +17.8% | -57.3% | +75.2% | +16.8% |
| 6M | -11.3% | -61.6% | +50.3% | -12.2% |
| YTD | -4.4% | -78.3% | +73.9% | -5.8% |
| 1Y | -15.7% | -30.2% | +14.5% | -13.7% |
| All | -15.7% | -29.5% | +13.7% | -13.7% |
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