-45.7%
RDDT vs MAGS
+5.9%
-51.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.2% | +3.7% | +3.1% |
| 7D | -24.4% | -1.4% | -23.0% | -22.4% |
| 30D | -32.3% | -4.4% | -27.9% | -28.1% |
| 3M | -36.3% | +1.9% | -38.2% | -37.4% |
| 6M | -39.7% | +4.9% | -44.7% | -43.1% |
| YTD | -55.7% | +6.5% | -62.2% | -59.2% |
| 1Y | -45.7% | +6.3% | -52.0% | -49.7% |
| All | -45.7% | +5.9% | -51.6% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 1y: compounded portfolio wealth divided by compounded MAGS 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…
1y analysis · Full analysis span regression · 6 months rolling