-32.5%
RDW vs MTSI
-38.3%
+5.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.6% | +1.8% | +0.4% |
| 7D | +7.2% | +10.0% | -2.8% | -0.4% |
| 30D | -10.3% | -20.3% | +10.0% | +3.4% |
| 3M | -41.4% | -24.4% | -17.0% | -31.5% |
| 6M | -32.5% | -39.2% | +6.6% | -6.2% |
| All | -32.5% | -38.3% | +5.7% | -6.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling