-1.6%
MOS vs RL
+369.1%
-370.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +24.8% | +1.3% | +23.5% | +24.1% |
| 30D | +22.7% | +7.6% | +15.0% | +19.1% |
| 3M | -1.2% | -1.5% | +0.3% | -1.1% |
| 6M | +5.5% | +12.1% | -6.5% | -0.4% |
| YTD | -2.0% | +13.9% | -15.9% | -8.6% |
| 1Y | -7.9% | +20.7% | -28.6% | -16.3% |
| 3Y | -25.0% | +260.6% | -285.5% | -58.8% |
| 5Y | -27.7% | +248.9% | -276.6% | -61.5% |
| 10Y | -1.6% | +355.9% | -357.5% | -56.3% |
| All | -1.6% | +369.1% | -370.7% | -56.3% |
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