+2.0%
RDW vs MKSI
+63.4%
-61.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.4% | -3.4% |
| 7D | +0.9% | +2.7% | -1.8% | -0.6% |
| 30D | -21.3% | -12.8% | -8.5% | -15.7% |
| 3M | -37.9% | -22.5% | -15.3% | -30.5% |
| 6M | +12.3% | +19.4% | -7.1% | +1.6% |
| YTD | +39.7% | +67.7% | -28.0% | +6.5% |
| 1Y | +25.7% | +131.4% | -105.7% | -19.6% |
| 3Y | +230.8% | +197.3% | +33.5% | +70.9% |
| 5Y | -8.8% | +87.0% | -95.7% | -42.7% |
| All | +2.0% | +63.4% | -61.4% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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