+11.1%
RDW vs MSI
+28.6%
-17.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.2% | -6.1% | -4.8% |
| 7D | -14.3% | +2.8% | -17.1% | -14.1% |
| 30D | -26.0% | +9.1% | -35.1% | -25.5% |
| 3M | -27.4% | +12.5% | -39.9% | -27.1% |
| 6M | -10.6% | +14.2% | -24.9% | -9.5% |
| YTD | +1.6% | +30.7% | -29.1% | -7.9% |
| 1Y | +11.1% | +27.5% | -16.4% | +17.9% |
| All | +11.1% | +28.6% | -17.5% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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