-1.9%
RRX vs MSTZ
-99.2%
+97.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.5% | -8.0% | -2.1% |
| 7D | -0.7% | -23.6% | +22.8% | -2.0% |
| 30D | -8.0% | -60.7% | +52.8% | -12.6% |
| 3M | -25.1% | -58.3% | +33.2% | -27.3% |
| 6M | -18.3% | -60.0% | +41.7% | -19.0% |
| YTD | +14.2% | -75.2% | +89.4% | +13.0% |
| 1Y | +13.0% | -19.9% | +32.9% | +28.3% |
| All | -1.9% | -99.2% | +97.2% | -16.1% |
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