-18.0%
MOS vs RBRK
+6.4%
-24.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.2% | +1.5% |
| 7D | +9.5% | +0.7% | +8.9% | +9.6% |
| 30D | +10.4% | +10.4% | 0.0% | +10.8% |
| 3M | +12.9% | +21.6% | -8.8% | +13.7% |
| 6M | +1.2% | +70.7% | -69.5% | +2.0% |
| YTD | +9.3% | +22.5% | -13.2% | +7.2% |
| 1Y | -18.0% | +8.2% | -26.2% | -20.4% |
| All | -18.0% | +6.4% | -24.4% | -20.4% |
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