-7.0%
MOS vs RNG
+236.7%
-243.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.1% | -5.6% | -4.6% |
| 7D | -2.6% | +2.3% | -4.8% | -2.7% |
| 30D | +13.5% | -3.4% | +16.8% | +13.6% |
| 3M | -2.9% | +20.9% | -23.8% | -4.4% |
| 6M | -1.0% | +82.2% | -83.2% | -5.7% |
| YTD | -7.2% | +164.6% | -171.8% | -15.0% |
| 1Y | -11.4% | +177.0% | -188.4% | -19.2% |
| 3Y | -29.0% | +177.4% | -206.4% | -36.4% |
| 5Y | -34.0% | -72.3% | +38.3% | -34.2% |
| All | -7.0% | +236.7% | -243.7% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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