-45.7%
RDDT vs MOS
-16.2%
-29.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +17.4% | -11.4% | +4.7% |
| 7D | -24.4% | +17.9% | -42.3% | -25.3% |
| 30D | -32.3% | +1.6% | -33.8% | -32.4% |
| 3M | -36.3% | -4.0% | -32.3% | -36.2% |
| 6M | -39.7% | -4.1% | -35.6% | -39.4% |
| YTD | -55.7% | -7.8% | -47.9% | -57.0% |
| 1Y | -45.7% | -15.6% | -30.2% | -42.7% |
| All | -45.7% | -16.2% | -29.5% | -42.7% |
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