+74.4%
RTX vs MSTZ
-99.2%
+173.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.2% | -9.2% | -0.9% |
| 7D | -3.1% | -25.4% | +22.3% | -3.3% |
| 30D | -10.6% | -60.9% | +50.3% | -11.2% |
| 3M | +11.6% | -54.2% | +65.8% | +11.4% |
| 6M | -4.5% | -65.0% | +60.5% | -4.8% |
| YTD | +9.6% | -76.5% | +86.1% | +9.4% |
| 1Y | +30.8% | -23.4% | +54.2% | +32.6% |
| All | +74.4% | -99.2% | +173.6% | +74.4% |
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