+32.1%
RDW vs MTSI
+108.0%
-75.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.8% | +6.4% | +4.0% |
| 7D | +4.8% | +4.8% | 0.0% | +2.0% |
| 30D | -19.5% | -9.2% | -10.4% | -16.2% |
| 3M | -26.9% | -23.1% | -3.8% | -19.1% |
| 6M | +17.8% | +23.5% | -5.7% | +17.4% |
| YTD | +43.0% | +59.1% | -16.0% | +37.5% |
| 1Y | +32.1% | +106.9% | -74.8% | +26.0% |
| All | +32.1% | +108.0% | -75.9% | +26.0% |
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