-9.1%
MOS vs RBRK
+130.3%
-139.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | +0.5% | -3.5% | +4.0% | +0.7% |
| 30D | +10.9% | -8.3% | +19.2% | +11.2% |
| 3M | +29.2% | +24.7% | +4.6% | +27.0% |
| 6M | -2.3% | +58.9% | -61.2% | -6.0% |
| YTD | +8.3% | +16.3% | -7.9% | +6.1% |
| 1Y | -21.2% | +10.1% | -31.3% | -22.7% |
| All | -9.1% | +130.3% | -139.4% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling