-24.5%
MOS vs RL
+244.8%
-269.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -7.3% | +10.6% | +5.1% |
| 7D | +22.5% | -4.7% | +27.2% | +23.9% |
| 30D | +6.6% | +3.6% | +3.1% | +5.7% |
| 3M | -3.8% | +0.5% | -4.4% | -4.1% |
| 6M | -2.2% | +6.6% | -8.8% | -4.3% |
| YTD | -4.8% | +8.8% | -13.6% | -7.8% |
| 1Y | -11.7% | +21.8% | -33.5% | -16.9% |
| All | -24.5% | +244.8% | -269.3% | -55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling