+4.4%
RDW vs MSI
+185.3%
-180.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.1% |
| 7D | +4.8% | -1.8% | +6.6% | +5.8% |
| 30D | -19.5% | -0.6% | -18.9% | -19.5% |
| 3M | -26.9% | +13.0% | -39.9% | -32.0% |
| 6M | +17.8% | +0.5% | +17.3% | +16.1% |
| YTD | +43.0% | +21.7% | +21.3% | +22.9% |
| 1Y | +32.1% | -2.6% | +34.7% | +31.5% |
| 3Y | +250.6% | +69.7% | +181.0% | +132.9% |
| 5Y | -6.6% | +102.8% | -109.4% | -47.2% |
| All | +4.4% | +185.3% | -180.9% | -44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling