-3.7%
RSG vs MSTZ
-29.5%
+25.8%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.1% |
| 7D | +0.3% | -29.7% | +30.0% | +0.8% |
| 30D | +7.6% | -65.3% | +72.9% | +9.3% |
| 3M | +7.4% | -57.3% | +64.8% | +8.4% |
| 6M | -3.3% | -61.6% | +58.4% | -2.7% |
| YTD | +6.0% | -78.3% | +84.3% | +6.3% |
| 1Y | -3.7% | -30.2% | +26.6% | -5.9% |
| All | -3.7% | -29.5% | +25.8% | -5.9% |
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 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