+130.0%
RDDT vs MSTU
-87.2%
+217.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.4% | +3.5% | -1.3% |
| 7D | -7.4% | +12.9% | -20.3% | -9.5% |
| 30D | -7.7% | +68.3% | -76.1% | -16.1% |
| 3M | -17.8% | +0.4% | -18.2% | -21.1% |
| 6M | +5.5% | -41.5% | +47.0% | +6.2% |
| YTD | -36.3% | -61.7% | +25.4% | -34.7% |
| 1Y | -39.0% | -93.7% | +54.6% | -22.7% |
| All | +130.0% | -87.2% | +217.2% | +163.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling