+72.2%
RTX vs MSTZ
-99.3%
+171.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.9% | -1.3% | +3.6% |
| 7D | -3.2% | +4.3% | -7.5% | -3.1% |
| 30D | +5.6% | +30.2% | -24.6% | +5.8% |
| 3M | -11.7% | -66.9% | +55.2% | -12.3% |
| 6M | +12.3% | -26.3% | +38.7% | +13.3% |
| YTD | +8.2% | -80.1% | +88.3% | +8.0% |
| 1Y | +12.6% | -57.5% | +70.1% | +13.5% |
| All | +72.2% | -99.3% | +171.5% | +72.2% |
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