+206.2%
RDDT vs MOS
-14.0%
+220.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.2% |
| 7D | +1.0% | +9.5% | -8.6% | -0.5% |
| 30D | -0.5% | +10.4% | -10.9% | -2.1% |
| 3M | -16.0% | +12.9% | -28.9% | -17.7% |
| 6M | +4.9% | +1.2% | +3.6% | +4.0% |
| YTD | -32.8% | +9.3% | -42.1% | -35.0% |
| 1Y | -33.5% | -18.0% | -15.5% | -31.6% |
| All | +206.2% | -14.0% | +220.2% | +158.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling