+196.2%
RDDT vs MTSI
+184.4%
+11.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.2% | -5.5% | -4.1% |
| 7D | +3.3% | +4.9% | -1.6% | +1.2% |
| 30D | -7.6% | -11.6% | +4.0% | -3.6% |
| 3M | -12.7% | -24.1% | +11.3% | -5.0% |
| 6M | +7.2% | +32.4% | -25.3% | -17.2% |
| YTD | -35.0% | +60.4% | -95.5% | -56.6% |
| 1Y | -35.0% | +111.0% | -146.0% | -64.9% |
| All | +196.2% | +184.4% | +11.8% | +24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling