-25.7%
RDW vs MTSI
+277.0%
-302.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.6% | +1.8% | -0.6% |
| 7D | +7.2% | +10.0% | -2.8% | +1.7% |
| 30D | -10.3% | -20.3% | +10.0% | +1.3% |
| 3M | -41.4% | -24.4% | -17.0% | -33.3% |
| 6M | -32.5% | -39.2% | +6.6% | -13.5% |
| YTD | +1.7% | +35.5% | -33.8% | -16.0% |
| 1Y | +39.0% | +43.0% | -4.0% | +12.2% |
| 3Y | +214.2% | +196.3% | +18.0% | +74.5% |
| 5Y | -31.3% | +210.0% | -241.3% | -65.7% |
| All | -25.7% | +277.0% | -302.8% | -63.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling