+11.1%
RDW vs MSTU
-88.0%
+99.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +10.3% | -15.3% | -7.4% |
| 7D | -14.3% | -4.8% | -9.5% | -13.6% |
| 30D | -26.0% | -29.6% | +3.6% | -20.7% |
| 3M | -27.4% | +69.4% | -96.8% | -44.1% |
| 6M | -10.6% | -62.2% | +51.6% | +6.9% |
| YTD | +1.6% | -61.1% | +62.6% | +11.7% |
| 1Y | +11.1% | -87.2% | +98.2% | +79.8% |
| All | +11.1% | -88.0% | +99.1% | +79.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling