+79.8%
MA vs RDW
-0.7%
+80.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.8% |
| 7D | -1.7% | +0.9% | -2.6% | -1.8% |
| 30D | +1.7% | -21.3% | +23.0% | +2.6% |
| 3M | +17.2% | -37.9% | +55.0% | +19.0% |
| 6M | +13.3% | +12.3% | +1.1% | +10.6% |
| YTD | +0.2% | +39.7% | -39.5% | -4.5% |
| 1Y | -2.7% | +25.7% | -28.4% | -7.4% |
| 3Y | +39.1% | +230.8% | -191.8% | +17.7% |
| 5Y | +68.8% | -8.8% | +77.5% | +42.2% |
| All | +79.8% | -0.7% | +80.5% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 10y: compounded portfolio wealth divided by compounded RDW 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…
10y analysis · Full analysis span regression · 6 months rolling