-40.0%
RDDT vs MS
+42.2%
-82.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.2% | +7.3% | +6.9% |
| 7D | -0.4% | -2.1% | +1.7% | +0.9% |
| 30D | -0.5% | -1.1% | +0.6% | +0.1% |
| 3M | -9.8% | +3.5% | -13.3% | -12.5% |
| 6M | +15.8% | +33.7% | -17.9% | -6.8% |
| YTD | -32.4% | +21.8% | -54.2% | -44.1% |
| 1Y | -40.0% | +41.1% | -81.1% | -59.7% |
| All | -40.0% | +42.2% | -82.3% | -59.7% |
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