+196.2%
RDDT vs MOS
-11.7%
+207.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.6% | -5.9% | -3.7% |
| 7D | +3.3% | +7.1% | -3.8% | +2.2% |
| 30D | -7.6% | +15.0% | -22.7% | -9.7% |
| 3M | -12.7% | +24.1% | -36.8% | -15.8% |
| 6M | +7.2% | +2.7% | +4.4% | +6.0% |
| YTD | -35.0% | +12.2% | -47.2% | -37.4% |
| 1Y | -35.0% | -16.3% | -18.8% | -33.5% |
| All | +196.2% | -11.7% | +207.8% | +148.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling