-18.0%
RMD vs MSTZ
-12.4%
-5.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.6% | -6.8% | 0.0% |
| 7D | -4.2% | +24.8% | -29.0% | -3.8% |
| 30D | -2.1% | -59.2% | +57.2% | -3.3% |
| 3M | +13.8% | -56.9% | +70.6% | +12.8% |
| 6M | -10.6% | -57.6% | +47.0% | -11.4% |
| YTD | -8.1% | -73.6% | +65.5% | -9.0% |
| 1Y | -18.0% | -15.6% | -2.4% | -15.4% |
| All | -18.0% | -12.4% | -5.6% | -15.4% |
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