+7.6%
MOS vs RL
+356.1%
-348.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.7% |
| 7D | +21.6% | -4.2% | +25.7% | +23.5% |
| 30D | +12.0% | +4.3% | +7.7% | +10.0% |
| 3M | -3.9% | -4.6% | +0.7% | -2.6% |
| 6M | -3.3% | +1.7% | -5.0% | -5.2% |
| YTD | -4.6% | +7.3% | -12.0% | -9.1% |
| 1Y | -7.0% | +20.8% | -27.8% | -15.5% |
| 3Y | -24.4% | +247.0% | -271.4% | -57.9% |
| 5Y | -32.1% | +225.5% | -257.6% | -62.8% |
| All | +7.6% | +356.1% | -348.4% | -49.4% |
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