+196.2%
RDDT vs MSI
+36.8%
+159.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -3.0% |
| 7D | +3.3% | -5.8% | +9.0% | +5.0% |
| 30D | -7.6% | -1.0% | -6.6% | -7.5% |
| 3M | -12.7% | +14.2% | -26.9% | -17.2% |
| 6M | +7.2% | +1.0% | +6.1% | +6.1% |
| YTD | -35.0% | +21.5% | -56.5% | -41.1% |
| 1Y | -35.0% | -2.1% | -32.9% | -33.9% |
| All | +196.2% | +36.8% | +159.4% | +180.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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