+233.3%
RDW vs MTSI
+257.2%
-23.9%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.1% | -8.8% | -7.3% |
| 7D | +3.6% | +11.1% | -7.5% | -3.2% |
| 30D | -18.4% | -3.7% | -14.8% | -17.2% |
| 3M | -32.1% | -20.2% | -11.8% | -22.9% |
| 6M | +10.9% | +30.8% | -19.9% | -6.5% |
| YTD | +40.8% | +67.0% | -26.3% | -0.5% |
| 1Y | +31.1% | +120.4% | -89.3% | -25.4% |
| All | +233.3% | +257.2% | -23.9% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling