+11.1%
RDW vs MTSI
+59.5%
-48.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.9% | -4.4% |
| 7D | -14.3% | -10.7% | -3.7% | -9.4% |
| 30D | -26.0% | -29.0% | +3.0% | -13.3% |
| 3M | -27.4% | -14.7% | -12.7% | -23.5% |
| 6M | -10.6% | -20.1% | +9.4% | +3.1% |
| YTD | +1.6% | +36.1% | -34.5% | +10.3% |
| 1Y | +11.1% | +61.7% | -50.7% | +26.8% |
| All | +11.1% | +59.5% | -48.4% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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