+88.5%
RDDT vs MAS
+11.5%
+77.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.9% |
| 7D | +3.7% | +2.4% | +1.3% | +3.0% |
| 30D | -37.7% | +19.8% | -57.6% | -41.5% |
| 3M | -37.0% | +9.8% | -46.8% | -39.1% |
| 6M | -42.9% | +15.8% | -58.7% | -46.2% |
| YTD | -58.6% | +31.8% | -90.4% | -63.6% |
| 1Y | -48.2% | +35.4% | -83.6% | -55.0% |
| All | +88.5% | +11.5% | +77.0% | +44.9% |
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