+0.6%
MOS vs RNG
+248.5%
-248.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.3% | -1.0% |
| 7D | +5.5% | -3.5% | +9.0% | +5.7% |
| 30D | +21.0% | -3.8% | +24.7% | +21.1% |
| 3M | -0.5% | +18.6% | -19.0% | -1.8% |
| 6M | +6.6% | +69.2% | -62.6% | +2.1% |
| YTD | -2.8% | +161.9% | -164.6% | -10.9% |
| 1Y | -8.1% | +176.2% | -184.3% | -16.1% |
| 3Y | -25.6% | +174.5% | -200.1% | -33.3% |
| 5Y | -29.8% | -71.9% | +42.2% | -30.0% |
| 10Y | +0.6% | +235.4% | -234.8% | -39.9% |
| All | +0.6% | +248.5% | -248.0% | -39.9% |
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