+32.1%
RTX vs MSTZ
-19.0%
+51.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.5% | -6.1% | -0.6% |
| 7D | -1.6% | -23.6% | +22.0% | -1.8% |
| 30D | -11.6% | -60.7% | +49.2% | -12.4% |
| 3M | +9.2% | -58.3% | +67.4% | +8.9% |
| 6M | -4.4% | -60.0% | +55.6% | -4.4% |
| YTD | +8.9% | -75.2% | +84.1% | +9.7% |
| 1Y | +32.1% | -19.9% | +52.0% | +40.1% |
| All | +32.1% | -19.0% | +51.2% | +40.1% |
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 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