-12.2%
MOS vs RBA
+4,072.3%
-4,084.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +2.1% | +15.3% | +16.6% |
| 7D | +17.9% | +12.7% | +5.3% | +12.9% |
| 30D | +1.6% | +15.5% | -14.0% | -3.9% |
| 3M | -4.0% | -14.0% | +10.0% | +0.5% |
| 6M | -4.1% | -8.8% | +4.7% | -2.3% |
| YTD | -7.8% | -6.9% | -0.9% | -7.7% |
| 1Y | -15.6% | -3.0% | -12.6% | -16.8% |
| 3Y | -28.9% | +44.2% | -73.1% | -41.1% |
| 5Y | -36.8% | +50.6% | -87.4% | -50.7% |
| 10Y | +6.7% | +232.8% | -226.1% | -41.8% |
| All | -12.2% | +4,072.3% | -4,084.5% | -73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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