+1.2%
RDW vs MTSI
+337.0%
-335.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -1.9% | -0.3% |
| 7D | -3.1% | +1.4% | -4.5% | -3.9% |
| 30D | -1.8% | +2.1% | -3.9% | -3.2% |
| 3M | -50.9% | -29.7% | -21.1% | -40.8% |
| 6M | +13.5% | +12.5% | +0.9% | +6.5% |
| YTD | +38.6% | +57.0% | -18.5% | +7.4% |
| 1Y | +28.3% | +103.9% | -75.7% | -15.4% |
| 3Y | +217.2% | +223.6% | -6.4% | +69.5% |
| 5Y | -14.0% | +321.6% | -335.5% | -60.0% |
| All | +1.2% | +337.0% | -335.8% | -53.0% |
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