-22.9%
RDW vs MTSI
+299.3%
-322.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -3.5% |
| 7D | +29.7% | +29.1% | +0.6% | +13.1% |
| 30D | -12.3% | -20.4% | +8.1% | -1.1% |
| 3M | -40.5% | -20.9% | -19.6% | -33.9% |
| 6M | -30.5% | -32.3% | +1.7% | -15.9% |
| YTD | +5.7% | +43.5% | -37.8% | -15.5% |
| 1Y | +34.5% | +43.8% | -9.3% | +8.1% |
| 3Y | +229.1% | +218.8% | +10.3% | +75.8% |
| 5Y | -28.6% | +228.3% | -257.0% | -65.5% |
| All | -22.9% | +299.3% | -322.1% | -63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling