-9.6%
MOS vs RL
+238.1%
-247.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +0.8% |
| 7D | +9.5% | -0.8% | +10.3% | +9.7% |
| 30D | +10.4% | -7.8% | +18.2% | +13.1% |
| 3M | +12.9% | -4.0% | +16.9% | +13.9% |
| 6M | +1.2% | -1.9% | +3.1% | +0.8% |
| YTD | +9.3% | -0.2% | +9.5% | +8.0% |
| 1Y | -18.0% | +10.7% | -28.7% | -21.6% |
| 3Y | -29.0% | +210.8% | -239.8% | -54.4% |
| All | -9.6% | +238.1% | -247.7% | -47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling