+196.2%
RDDT vs MAS
-4.2%
+200.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -2.4% |
| 7D | +3.3% | +1.0% | +2.3% | +3.0% |
| 30D | -7.6% | -8.1% | +0.5% | -4.9% |
| 3M | -12.7% | +3.3% | -16.0% | -14.3% |
| 6M | +7.2% | +12.4% | -5.3% | +1.2% |
| YTD | -35.0% | +13.3% | -48.3% | -39.6% |
| 1Y | -35.0% | -4.7% | -30.4% | -35.2% |
| All | +196.2% | -4.2% | +200.3% | +140.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling