+31.1%
RDW vs MAS
-6.0%
+37.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.2% | -2.5% | -3.5% |
| 7D | +3.6% | -2.2% | +5.8% | +4.7% |
| 30D | -18.4% | -6.7% | -11.7% | -15.4% |
| 3M | -32.1% | -3.7% | -28.4% | -31.4% |
| 6M | +10.9% | +9.0% | +1.9% | +5.2% |
| YTD | +40.8% | +10.8% | +30.0% | +24.1% |
| 1Y | +31.1% | -3.8% | +34.9% | +38.7% |
| All | +31.1% | -6.0% | +37.1% | +38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling