-53.4%
RDDT vs MAS
+34.7%
-88.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.8% |
| 7D | +3.7% | +2.4% | +1.3% | +3.2% |
| 30D | -37.7% | +19.8% | -57.6% | -40.4% |
| 3M | -37.0% | +9.8% | -46.8% | -38.4% |
| 6M | -42.9% | +15.8% | -58.7% | -45.2% |
| YTD | -58.6% | +31.8% | -90.4% | -62.3% |
| All | -53.4% | +34.7% | -88.2% | -58.1% |
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