-0.3%
RRX vs MSTZ
-99.1%
+98.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.8% | +7.4% | +3.4% |
| 7D | -0.3% | +17.0% | -17.4% | +0.8% |
| 30D | -6.1% | -61.8% | +55.7% | -11.1% |
| 3M | -23.1% | -54.6% | +31.5% | -24.9% |
| 6M | -19.5% | -59.3% | +39.7% | -20.1% |
| YTD | +16.1% | -74.6% | +90.6% | +15.2% |
| 1Y | +12.9% | -18.8% | +31.7% | +28.3% |
| All | -0.3% | -99.1% | +98.9% | -14.5% |
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