-87.5%
MSTU vs RMD
-4.0%
-83.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.0% |
| 7D | +12.9% | -4.7% | +17.6% | +17.3% |
| 30D | +68.3% | +0.2% | +68.1% | +69.2% |
| 3M | +0.4% | +12.0% | -11.6% | -9.3% |
| 6M | -41.5% | -12.5% | -29.0% | -32.8% |
| YTD | -61.7% | -7.9% | -53.8% | -57.9% |
| 1Y | -93.7% | -20.4% | -73.3% | -91.9% |
| All | -87.5% | -4.0% | -83.5% | -88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 5y: compounded portfolio wealth divided by compounded RMD 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…
5y analysis · Full analysis span regression · 6 months rolling