-14.5%
MOS vs RL
+1,625.1%
-1,639.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +4.5% | +12.9% | +15.8% |
| 7D | +17.9% | +5.8% | +12.2% | +15.9% |
| 30D | +1.6% | +12.7% | -11.2% | -2.4% |
| 3M | -4.0% | +9.3% | -13.3% | -7.1% |
| 6M | -4.1% | +16.9% | -21.0% | -10.0% |
| YTD | -7.8% | +17.5% | -25.3% | -14.1% |
| 1Y | -15.6% | +34.6% | -50.2% | -25.0% |
| 3Y | -28.9% | +273.2% | -302.1% | -57.5% |
| 5Y | -36.8% | +265.2% | -302.1% | -63.2% |
| 10Y | +6.7% | +406.7% | -400.0% | -47.5% |
| All | -14.5% | +1,625.1% | -1,639.6% | -73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling