+68.3%
RDW vs MSTU
-87.7%
+156.0%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.6% | -5.9% | -3.1% |
| 7D | +0.9% | -16.6% | +17.4% | +4.8% |
| 30D | -21.3% | +69.7% | -91.0% | -34.2% |
| 3M | -37.9% | -7.5% | -30.4% | -41.8% |
| 6M | +12.3% | -43.1% | +55.4% | +16.0% |
| YTD | +39.7% | -63.0% | +102.8% | +50.5% |
| 1Y | +25.7% | -93.8% | +119.5% | +91.4% |
| All | +68.3% | -87.7% | +156.0% | +87.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling