-33.8%
RDDT vs MAS
+20.1%
-53.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.1% | +7.0% | +7.0% |
| 7D | +3.7% | -1.8% | +5.5% | +4.3% |
| 30D | -33.9% | +23.6% | -57.5% | -38.2% |
| 3M | -32.4% | +12.4% | -44.8% | -34.7% |
| 6M | -33.8% | +21.9% | -55.6% | -38.6% |
| All | -33.8% | +20.1% | -53.9% | -38.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling