-9.6%
MOS vs RNG
-70.5%
+60.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.9% | +5.3% | +1.7% |
| 7D | +9.5% | +5.8% | +3.8% | +9.1% |
| 30D | +10.4% | +19.6% | -9.2% | +9.1% |
| 3M | +12.9% | +67.0% | -54.1% | +8.8% |
| 6M | +1.2% | +88.4% | -87.1% | -3.8% |
| YTD | +9.3% | +155.5% | -146.2% | +0.6% |
| 1Y | -18.0% | +141.7% | -159.7% | -24.3% |
| 3Y | -29.0% | +131.1% | -160.1% | -35.5% |
| All | -9.6% | -70.5% | +60.9% | -16.0% |
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