-5.3%
RMD vs MSTZ
-99.2%
+93.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +8.2% | -11.4% | -3.0% |
| 7D | -4.5% | -25.4% | +20.9% | -4.9% |
| 30D | +4.6% | -60.9% | +65.5% | +3.0% |
| 3M | +14.8% | -54.2% | +69.0% | +13.9% |
| 6M | -12.1% | -65.0% | +52.9% | -12.9% |
| YTD | -7.5% | -76.5% | +69.0% | -8.2% |
| 1Y | -20.1% | -23.4% | +3.3% | -18.0% |
| All | -5.3% | -99.2% | +93.9% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling