+58.6%
ROK vs MSTZ
-99.2%
+157.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +12.8% | -13.3% | +0.2% |
| 7D | +6.1% | +25.6% | -19.5% | +7.5% |
| 30D | -6.5% | +50.6% | -57.1% | -3.7% |
| 3M | -10.2% | -64.5% | +54.3% | -12.6% |
| 6M | -10.6% | -14.0% | +3.4% | -6.8% |
| YTD | +4.9% | -76.4% | +81.3% | +5.3% |
| 1Y | +3.8% | -56.2% | +60.1% | +8.9% |
| All | +58.6% | -99.2% | +157.8% | +42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling