+122.9%
MS vs RDW
-30.2%
+153.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.7% | +4.5% | +1.2% |
| 7D | +5.1% | +7.2% | -2.1% | +4.3% |
| 30D | +5.7% | -10.3% | +16.0% | +6.4% |
| 3M | -12.2% | -41.4% | +29.3% | -7.9% |
| 6M | -0.5% | -32.5% | +32.1% | +0.5% |
| YTD | +9.8% | +1.7% | +8.1% | +3.1% |
| 1Y | +17.7% | +39.0% | -21.3% | +6.3% |
| 3Y | +176.8% | +214.2% | -37.4% | +104.6% |
| All | +122.9% | -30.2% | +153.1% | +79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling