-7.9%
MOS vs RNG
+171.5%
-179.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.2% | +1.0% |
| 7D | +24.8% | -6.0% | +30.8% | +24.6% |
| 30D | +22.7% | -7.4% | +30.0% | +22.5% |
| 3M | -1.2% | +14.6% | -15.8% | -0.8% |
| 6M | +5.5% | +61.5% | -56.0% | +7.4% |
| YTD | -2.0% | +155.7% | -157.6% | -0.1% |
| 1Y | -7.9% | +172.5% | -180.4% | -7.7% |
| All | -7.9% | +171.5% | -179.4% | -7.7% |
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