+95.2%
RDDT vs MTSI
+140.1%
-44.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.6% | +4.5% | +0.9% |
| 7D | +3.5% | +10.0% | -6.5% | 0.0% |
| 30D | -33.7% | -20.3% | -13.4% | -28.8% |
| 3M | -37.7% | -24.4% | -13.3% | -33.0% |
| 6M | -36.1% | -39.2% | +3.1% | -27.5% |
| YTD | -57.2% | +35.5% | -92.7% | -70.4% |
| 1Y | -48.0% | +43.0% | -91.1% | -65.6% |
| All | +95.2% | +140.1% | -44.9% | -14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling