+75.6%
RTX vs MSTZ
-99.3%
+174.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.6% | -5.6% | +2.1% |
| 7D | -1.7% | +21.1% | -22.9% | -1.6% |
| 30D | +7.7% | +40.1% | -32.4% | +8.0% |
| 3M | -10.3% | -66.1% | +55.7% | -11.0% |
| 6M | +14.6% | -20.7% | +35.3% | +15.7% |
| YTD | +10.4% | -78.6% | +89.0% | +10.3% |
| 1Y | +13.5% | -55.5% | +69.0% | +14.5% |
| All | +75.6% | -99.3% | +174.9% | +75.7% |
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 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