+206.2%
RDDT vs MAS
-1.8%
+208.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.6% |
| 7D | +1.0% | -0.8% | +1.7% | +1.2% |
| 30D | -0.5% | -5.6% | +5.0% | +1.5% |
| 3M | -16.0% | +4.4% | -20.5% | -17.8% |
| 6M | +4.9% | +7.2% | -2.3% | +0.7% |
| YTD | -32.8% | +16.1% | -48.9% | -38.1% |
| 1Y | -33.5% | +0.1% | -33.6% | -34.9% |
| All | +206.2% | -1.8% | +208.0% | +146.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling