-33.5%
RDDT vs MOS
-17.5%
-16.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.2% |
| 7D | +1.0% | +9.5% | -8.6% | -0.3% |
| 30D | -0.5% | +10.4% | -10.9% | -1.8% |
| 3M | -16.0% | +12.9% | -28.9% | -17.3% |
| 6M | +4.9% | +1.2% | +3.6% | +3.9% |
| YTD | -32.8% | +9.3% | -42.1% | -37.0% |
| 1Y | -33.5% | -18.0% | -15.5% | -29.9% |
| All | -33.5% | -17.5% | -16.0% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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