-6.3%
MOS vs RL
+337.1%
-343.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.2% |
| 7D | -2.0% | +2.6% | -4.6% | -3.0% |
| 30D | +15.3% | +2.9% | +12.4% | +13.9% |
| 3M | +1.5% | 0.0% | +1.5% | +1.0% |
| 6M | -2.0% | +17.1% | -19.1% | -9.0% |
| YTD | -6.5% | +10.1% | -16.6% | -11.8% |
| 1Y | -11.1% | +17.3% | -28.4% | -18.2% |
| 3Y | -30.3% | +249.3% | -279.6% | -61.2% |
| 5Y | -33.5% | +240.9% | -274.4% | -64.3% |
| All | -6.3% | +337.1% | -343.4% | -59.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling