-22.5%
MOS vs RBRK
+5.6%
-28.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.9% |
| 7D | -1.7% | -7.5% | +5.8% | -1.9% |
| 30D | +12.4% | -10.4% | +22.8% | +12.3% |
| 3M | +20.5% | +21.3% | -0.8% | +20.4% |
| 6M | -12.0% | +50.6% | -62.6% | -12.8% |
| YTD | +7.4% | +13.3% | -5.9% | +4.6% |
| 1Y | -22.5% | +11.2% | -33.7% | -21.5% |
| All | -22.5% | +5.6% | -28.1% | -21.5% |
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