-16.3%
MOS vs RNG
+121.6%
-137.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.4% | +7.0% | +2.6% |
| 7D | +7.1% | -0.8% | +7.9% | +7.0% |
| 30D | +15.0% | +11.4% | +3.7% | +15.2% |
| 3M | +24.1% | +72.1% | -48.0% | +25.0% |
| 6M | +2.7% | +67.9% | -65.2% | +3.6% |
| YTD | +12.2% | +144.3% | -132.2% | +11.3% |
| 1Y | -16.3% | +117.5% | -133.8% | -16.8% |
| All | -16.3% | +121.6% | -137.8% | -16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling