+28.3%
RDW vs MSTZ
-29.5%
+57.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +2.2% |
| 7D | -3.1% | -29.7% | +26.6% | -10.0% |
| 30D | -1.8% | -65.3% | +63.5% | -23.7% |
| 3M | -50.9% | -57.3% | +6.5% | -54.7% |
| 6M | +13.5% | -61.6% | +75.1% | +13.3% |
| YTD | +38.6% | -78.3% | +116.8% | +39.3% |
| 1Y | +28.3% | -30.2% | +58.5% | +103.1% |
| All | +28.3% | -29.5% | +57.7% | +103.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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