+2.8%
MOS vs RL
+397.7%
-394.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.8% | -4.0% | -0.4% |
| 7D | +19.7% | +0.2% | +19.4% | +19.4% |
| 30D | +21.5% | +7.3% | +14.2% | +18.1% |
| 3M | -0.4% | +1.0% | -1.5% | -1.3% |
| 6M | +4.5% | +11.8% | -7.2% | -1.2% |
| YTD | -2.9% | +13.6% | -16.5% | -9.4% |
| 1Y | -7.7% | +24.0% | -31.8% | -17.0% |
| 3Y | -25.6% | +256.6% | -282.2% | -59.0% |
| 5Y | -31.2% | +240.2% | -271.4% | -62.9% |
| 10Y | +2.8% | +373.0% | -370.1% | -53.1% |
| All | +2.8% | +397.7% | -394.8% | -53.1% |
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