+14.3%
RSG vs MSTZ
-99.1%
+113.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.8% | +4.5% | +0.8% |
| 7D | 0.0% | +17.0% | -17.0% | 0.0% |
| 30D | +4.0% | -61.8% | +65.7% | +4.0% |
| 3M | +7.4% | -54.6% | +62.0% | +7.5% |
| 6M | +0.1% | -59.3% | +59.4% | +0.1% |
| YTD | +6.0% | -74.6% | +80.6% | +6.0% |
| 1Y | -3.0% | -18.8% | +15.8% | -1.5% |
| All | +14.3% | -99.1% | +113.4% | +17.7% |
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