-6.6%
RDW vs MTSI
+328.0%
-334.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.8% | +6.4% | +4.5% |
| 7D | +4.8% | +4.8% | 0.0% | +1.5% |
| 30D | -19.5% | -9.2% | -10.4% | -15.5% |
| 3M | -26.9% | -23.1% | -3.8% | -15.2% |
| 6M | +17.8% | +23.5% | -5.7% | +2.5% |
| YTD | +43.0% | +59.1% | -16.0% | +4.2% |
| 1Y | +32.1% | +106.9% | -74.8% | -20.8% |
| 3Y | +250.6% | +243.2% | +7.5% | +54.4% |
| 5Y | -6.6% | +324.5% | -331.2% | -60.6% |
| All | -6.6% | +328.0% | -334.6% | -60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling