-32.2%
MOS vs RL
+232.3%
-264.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -7.3% | +10.6% | +5.4% |
| 7D | +22.5% | -4.7% | +27.2% | +24.1% |
| 30D | +6.6% | +3.6% | +3.1% | +5.5% |
| 3M | -3.8% | +0.5% | -4.4% | -4.2% |
| 6M | -2.2% | +6.6% | -8.8% | -4.8% |
| YTD | -4.8% | +8.8% | -13.6% | -8.3% |
| 1Y | -11.7% | +21.8% | -33.5% | -17.9% |
| 3Y | -26.5% | +245.8% | -272.3% | -53.1% |
| 5Y | -32.2% | +230.0% | -262.2% | -58.5% |
| All | -32.2% | +232.3% | -264.5% | -58.5% |
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