+2.6%
RMD vs MSTZ
-99.2%
+101.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +12.8% | -12.4% | +0.7% |
| 7D | +0.1% | +25.6% | -25.5% | +0.6% |
| 30D | +1.9% | +50.6% | -48.6% | +3.1% |
| 3M | +6.3% | -64.5% | +70.8% | +5.1% |
| 6M | +18.2% | -14.0% | +32.2% | +19.9% |
| YTD | +0.3% | -76.4% | +76.7% | +0.1% |
| 1Y | -4.3% | -56.2% | +52.0% | -2.9% |
| All | +2.6% | -99.2% | +101.8% | +3.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling