+95.2%
RDDT vs MOS
-26.4%
+121.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.2% |
| 7D | +3.5% | -2.0% | +5.5% | +3.8% |
| 30D | -33.7% | +15.3% | -49.1% | -35.2% |
| 3M | -37.7% | +1.5% | -39.2% | -38.1% |
| 6M | -36.1% | -2.0% | -34.1% | -36.2% |
| YTD | -57.2% | -6.5% | -50.6% | -57.7% |
| 1Y | -48.0% | -11.1% | -37.0% | -48.1% |
| All | +95.2% | -26.4% | +121.6% | +68.2% |
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