-21.9%
RDW vs MAS
+67.3%
-89.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.6% |
| 7D | +0.1% | +3.6% | -3.5% | -1.8% |
| 30D | -15.1% | +23.8% | -39.0% | -26.3% |
| 3M | -38.0% | +14.4% | -52.5% | -43.5% |
| 6M | -26.6% | +19.7% | -46.3% | -35.8% |
| YTD | +7.0% | +36.0% | -29.0% | -15.6% |
| 1Y | +31.8% | +40.4% | -8.6% | +1.2% |
| 3Y | +233.2% | +58.9% | +174.3% | +135.6% |
| 5Y | -18.6% | +44.5% | -63.2% | -42.7% |
| All | -21.9% | +67.3% | -89.2% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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