-11.6%
ROP vs MSTZ
-99.3%
+87.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +0.6% |
| 7D | -2.9% | +31.0% | -34.0% | -2.3% |
| 30D | +30.1% | +34.0% | -3.9% | +31.1% |
| 3M | +19.9% | -67.7% | +87.6% | +17.9% |
| 6M | +46.0% | -14.9% | +60.9% | +48.7% |
| YTD | +8.4% | -79.1% | +87.4% | +7.6% |
| 1Y | +8.8% | -58.9% | +67.8% | +10.3% |
| All | -11.6% | -99.3% | +87.7% | -17.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling