-10.5%
MOS vs RNG
+166.8%
-177.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | 0.0% |
| 7D | +21.6% | -11.3% | +32.9% | +21.2% |
| 30D | +12.0% | -5.7% | +17.6% | +11.8% |
| 3M | -3.9% | +16.8% | -20.7% | -3.4% |
| 6M | -3.3% | +58.5% | -61.8% | -1.7% |
| YTD | -4.6% | +151.3% | -156.0% | -2.9% |
| All | -10.5% | +166.8% | -177.3% | -10.3% |
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