+17.8%
RDW vs MSTZ
-55.3%
+73.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.6% | -5.0% | +3.1% |
| 7D | +4.8% | +24.8% | -20.0% | +10.3% |
| 30D | -19.5% | -59.2% | +39.7% | -34.3% |
| 3M | -26.9% | -56.9% | +30.0% | -32.3% |
| 6M | +17.8% | -57.6% | +75.4% | +34.1% |
| All | +17.8% | -55.3% | +73.0% | +34.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling