+179.2%
MS vs RDW
+249.5%
-70.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.4% |
| 7D | -2.1% | +4.8% | -6.9% | -2.5% |
| 30D | -1.1% | -19.5% | +18.4% | +0.9% |
| 3M | +3.5% | -26.9% | +30.4% | +5.5% |
| 6M | +33.7% | +17.8% | +16.0% | +27.2% |
| YTD | +21.8% | +43.0% | -21.3% | +11.5% |
| 1Y | +41.1% | +32.1% | +9.0% | +28.4% |
| All | +179.2% | +249.5% | -70.4% | +105.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling