+234.3%
MS vs RDW
-0.7%
+235.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.0% |
| 7D | -1.5% | +0.9% | -2.4% | -1.7% |
| 30D | -1.5% | -21.3% | +19.8% | +0.8% |
| 3M | +1.4% | -37.9% | +39.2% | +5.2% |
| 6M | +34.7% | +12.3% | +22.4% | +28.8% |
| YTD | +22.7% | +39.7% | -17.0% | +12.7% |
| 1Y | +40.1% | +25.7% | +14.4% | +28.2% |
| 3Y | +181.4% | +230.8% | -49.4% | +112.4% |
| 5Y | +142.6% | -8.8% | +151.4% | +88.7% |
| All | +234.3% | -0.7% | +235.0% | +156.7% |
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