-22.1%
ROP vs MSTZ
-29.5%
+7.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.6% | -6.2% | -3.5% |
| 7D | -4.4% | -29.7% | +25.3% | -4.9% |
| 30D | +3.2% | -65.3% | +68.5% | +1.8% |
| 3M | +23.1% | -57.3% | +80.4% | +22.6% |
| 6M | +13.3% | -61.6% | +74.9% | +12.7% |
| YTD | -7.9% | -78.3% | +70.4% | -9.8% |
| 1Y | -22.1% | -30.2% | +8.2% | -21.7% |
| All | -22.1% | -29.5% | +7.4% | -21.7% |
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