+13.7%
RSG vs MSTZ
-99.2%
+112.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.2% | -8.7% | -0.5% |
| 7D | -0.7% | -25.4% | +24.6% | -0.7% |
| 30D | +3.3% | -60.9% | +64.2% | +3.3% |
| 3M | +8.5% | -54.2% | +62.6% | +8.6% |
| 6M | -3.5% | -65.0% | +61.5% | -3.6% |
| YTD | +5.5% | -76.5% | +82.0% | +5.5% |
| 1Y | -1.7% | -23.4% | +21.7% | -0.2% |
| All | +13.7% | -99.2% | +112.9% | +17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling