+147.8%
RDDT vs MSTU
-87.7%
+235.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.6% | -2.0% | +1.1% |
| 7D | +2.1% | -16.6% | +18.7% | +4.4% |
| 30D | +2.8% | +69.7% | -66.9% | -6.7% |
| 3M | -8.9% | -7.5% | -1.5% | -11.8% |
| 6M | +15.1% | -43.1% | +58.2% | +16.2% |
| YTD | -31.4% | -63.0% | +31.7% | -29.4% |
| 1Y | -39.4% | -93.8% | +54.3% | -23.0% |
| All | +147.8% | -87.7% | +235.5% | +184.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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