+95.2%
RDDT vs MAS
+14.9%
+80.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | +3.5% | +3.0% | +0.5% | +2.5% |
| 30D | -33.7% | +22.4% | -56.2% | -38.2% |
| 3M | -37.7% | +14.5% | -52.2% | -40.7% |
| 6M | -36.1% | +27.1% | -63.2% | -41.7% |
| YTD | -57.2% | +35.8% | -92.9% | -62.6% |
| 1Y | -48.0% | +39.4% | -87.4% | -55.3% |
| All | +95.2% | +14.9% | +80.3% | +48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling