-5.8%
MOS vs RBRK
+137.4%
-143.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +2.7% |
| 7D | +7.1% | +3.7% | +3.4% | +6.9% |
| 30D | +15.0% | +1.7% | +13.3% | +14.7% |
| 3M | +24.1% | +27.7% | -3.7% | +21.8% |
| 6M | +2.7% | +60.3% | -57.6% | -1.2% |
| YTD | +12.2% | +19.8% | -7.6% | +9.8% |
| 1Y | -16.3% | -4.2% | -12.1% | -17.0% |
| All | -5.8% | +137.4% | -143.2% | -17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling