-12.2%
ROP vs MSTZ
-99.3%
+87.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.6% | -7.0% | +0.8% |
| 7D | +0.2% | +21.1% | -20.9% | +0.7% |
| 30D | +30.3% | +40.1% | -9.8% | +31.5% |
| 3M | +17.8% | -66.1% | +83.9% | +16.0% |
| 6M | +38.9% | -20.7% | +59.6% | +41.1% |
| YTD | +7.6% | -78.6% | +86.2% | +6.9% |
| 1Y | +6.5% | -55.5% | +62.0% | +8.2% |
| All | -12.2% | -99.3% | +87.0% | -17.9% |
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