-45.7%
RDDT vs MAS
+40.8%
-86.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +5.6% | +0.3% | +4.6% |
| 7D | -24.4% | +14.2% | -38.5% | -26.9% |
| 30D | -32.3% | +26.8% | -59.1% | -36.3% |
| 3M | -36.3% | +13.1% | -49.4% | -38.4% |
| 6M | -39.7% | +27.9% | -67.7% | -43.6% |
| YTD | -55.7% | +38.7% | -94.3% | -60.7% |
| 1Y | -45.7% | +40.4% | -86.1% | -52.4% |
| All | -45.7% | +40.8% | -86.5% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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