+190.3%
RDDT vs MTSI
+196.1%
-5.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.1% | -6.1% | -3.6% |
| 7D | -7.4% | +11.1% | -18.5% | -11.3% |
| 30D | -7.7% | -3.7% | -4.1% | -6.9% |
| 3M | -17.8% | -20.2% | +2.5% | -12.3% |
| 6M | +5.5% | +30.8% | -25.4% | -17.3% |
| YTD | -36.3% | +67.0% | -103.3% | -58.2% |
| 1Y | -39.0% | +120.4% | -159.5% | -67.7% |
| All | +190.3% | +196.1% | -5.7% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling