-45.7%
RDDT vs MS
+22.2%
-67.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +4.2% | +1.7% | +3.3% |
| 7D | -24.4% | +2.6% | -27.0% | -25.2% |
| 30D | -32.3% | +2.6% | -34.9% | -33.0% |
| 3M | -36.3% | -10.1% | -26.2% | -32.3% |
| 6M | -39.7% | +4.4% | -44.1% | -41.5% |
| YTD | -55.7% | +11.7% | -67.4% | -60.7% |
| 1Y | -45.7% | +20.9% | -66.7% | -56.3% |
| All | -45.7% | +22.2% | -67.9% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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