-32.8%
MOS vs RNG
-69.1%
+36.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.3% |
| 7D | +21.6% | -11.3% | +32.9% | +22.4% |
| 30D | +12.0% | -5.7% | +17.6% | +12.2% |
| 3M | -3.9% | +16.8% | -20.7% | -5.0% |
| 6M | -3.3% | +58.5% | -61.8% | -6.7% |
| YTD | -4.6% | +151.3% | -156.0% | -12.1% |
| 1Y | -7.0% | +169.0% | -176.0% | -14.8% |
| 3Y | -24.4% | +156.9% | -181.3% | -31.9% |
| All | -32.8% | -69.1% | +36.3% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling