-30.7%
RDW vs MAS
+61.6%
-92.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.5% | -1.9% | +18.4% | +17.7% |
| 7D | -14.1% | +2.0% | -16.0% | -15.3% |
| 30D | -29.6% | +19.4% | -49.0% | -37.6% |
| 3M | -39.1% | +9.4% | -48.5% | -42.9% |
| 6M | -25.2% | +15.3% | -40.5% | -33.2% |
| YTD | -5.1% | +31.3% | -36.4% | -23.7% |
| 1Y | +20.6% | +34.9% | -14.3% | -5.3% |
| 3Y | +153.0% | +58.6% | +94.4% | +78.2% |
| 5Y | -43.5% | +40.7% | -84.2% | -59.4% |
| All | -30.7% | +61.6% | -92.3% | -52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling