+68.3%
RDW vs MSTZ
-99.1%
+167.4%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.5% | -3.1% |
| 7D | +0.9% | +17.0% | -16.2% | +4.5% |
| 30D | -21.3% | -61.8% | +40.5% | -34.7% |
| 3M | -37.9% | -54.6% | +16.7% | -43.0% |
| 6M | +12.3% | -59.3% | +71.5% | +11.1% |
| YTD | +39.7% | -74.6% | +114.3% | +41.6% |
| 1Y | +25.7% | -18.8% | +44.5% | +73.6% |
| All | +68.3% | -99.1% | +167.4% | +54.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling