+1.2%
MOS vs RNG
+99.4%
-98.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.9% | +5.3% | +1.2% |
| 7D | +9.5% | +5.8% | +3.8% | +9.8% |
| 30D | +10.4% | +19.6% | -9.2% | +11.3% |
| 3M | +12.9% | +67.0% | -54.1% | +15.5% |
| 6M | +1.2% | +88.4% | -87.1% | +4.3% |
| All | +1.2% | +99.4% | -98.2% | +4.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling