+97.4%
RDDT vs MTSI
+154.3%
-56.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.6% | -4.1% | -5.2% |
| 7D | +6.1% | +29.1% | -23.0% | -3.4% |
| 30D | -35.9% | -20.4% | -15.5% | -31.1% |
| 3M | -35.1% | -20.9% | -14.2% | -31.3% |
| 6M | -34.7% | -32.3% | -2.4% | -29.3% |
| YTD | -56.7% | +43.5% | -100.2% | -70.7% |
| 1Y | -50.9% | +43.8% | -94.7% | -67.0% |
| All | +97.4% | +154.3% | -56.9% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 10y: compounded portfolio wealth divided by compounded MTSI 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…
10y analysis · Full analysis span regression · 6 months rolling