+226.0%
RDW vs MAS
+33.4%
+192.6%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.2% | +0.3% |
| 7D | -3.1% | -0.8% | -2.4% | -2.6% |
| 30D | -1.8% | -5.6% | +3.8% | +2.0% |
| 3M | -50.9% | +4.4% | -55.3% | -53.2% |
| 6M | +13.5% | +7.2% | +6.3% | +6.7% |
| YTD | +38.6% | +16.1% | +22.4% | +19.9% |
| 1Y | +28.3% | +0.1% | +28.2% | +24.1% |
| All | +226.0% | +33.4% | +192.6% | +199.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling