-15.6%
MOS vs RBRK
+62.9%
-78.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +2.1% | +15.2% | +17.4% |
| 7D | +17.9% | -12.5% | +30.5% | +17.5% |
| 30D | +1.6% | -3.0% | +4.6% | +1.5% |
| 3M | -4.0% | +46.9% | -50.9% | -2.9% |
| 6M | -4.1% | +105.4% | -109.5% | -2.9% |
| YTD | -7.8% | +55.6% | -63.4% | -10.0% |
| 1Y | -15.6% | +63.9% | -79.5% | -17.6% |
| All | -15.6% | +62.9% | -78.5% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 1y: compounded portfolio wealth divided by compounded RBRK 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…
1y analysis · Full analysis span regression · 6 months rolling