-18.0%
MOS vs RL
+13.6%
-31.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +0.8% |
| 7D | +9.5% | -0.8% | +10.3% | +9.8% |
| 30D | +10.4% | -7.8% | +18.2% | +13.3% |
| 3M | +12.9% | -4.0% | +16.9% | +14.0% |
| 6M | +1.2% | -1.9% | +3.1% | +0.7% |
| YTD | +9.3% | -0.2% | +9.5% | +6.4% |
| 1Y | -18.0% | +10.7% | -28.7% | -25.9% |
| All | -18.0% | +13.6% | -31.5% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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