+76.1%
RTX vs MSTZ
-99.3%
+175.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -0.6% |
| 7D | -5.2% | -29.7% | +24.6% | -5.4% |
| 30D | -9.4% | -65.3% | +55.9% | -10.2% |
| 3M | +12.3% | -57.3% | +69.6% | +12.0% |
| 6M | -3.1% | -61.6% | +58.5% | -3.2% |
| YTD | +10.7% | -78.3% | +88.9% | +10.4% |
| 1Y | +28.4% | -30.2% | +58.7% | +30.0% |
| All | +76.1% | -99.3% | +175.3% | +76.0% |
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