-34.7%
ROL vs MSTZ
-63.1%
+28.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -9.6% | +12.3% | +2.8% |
| 7D | +14.6% | +0.7% | +13.8% | +14.5% |
| 30D | +29.3% | +16.6% | +12.7% | +29.1% |
| 3M | +2.0% | -74.7% | +76.7% | +2.0% |
| 6M | -28.5% | -43.9% | +15.4% | -29.2% |
| YTD | -35.3% | -84.0% | +48.7% | -35.7% |
| 1Y | -34.7% | -65.1% | +30.4% | -35.8% |
| All | -34.7% | -63.1% | +28.4% | -35.8% |
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