-3.9%
RDW vs MSCI
-11.6%
+7.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.8% | +2.3% |
| 7D | +4.8% | -4.7% | +9.5% | +7.6% |
| 30D | -19.5% | -2.2% | -17.4% | -18.9% |
| 3M | -26.9% | -9.7% | -17.2% | -24.7% |
| 6M | +17.8% | +0.3% | +17.5% | +13.4% |
| YTD | +43.0% | -3.5% | +46.5% | +39.5% |
| 1Y | +32.1% | -1.4% | +33.4% | +25.3% |
| 3Y | +250.6% | +6.6% | +244.1% | +214.8% |
| All | -3.9% | -11.6% | +7.7% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 5y: compounded portfolio wealth divided by compounded MSCI 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…
5y analysis · Full analysis span regression · 6 months rolling