-32.4%
MOS vs RNG
+320.7%
-353.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.3% |
| 7D | +21.6% | -11.3% | +32.9% | +22.6% |
| 30D | +12.0% | -5.7% | +17.6% | +12.3% |
| 3M | -3.9% | +16.8% | -20.7% | -5.2% |
| 6M | -3.3% | +58.5% | -61.8% | -7.4% |
| YTD | -4.6% | +151.3% | -156.0% | -13.0% |
| 1Y | -7.0% | +169.0% | -176.0% | -15.7% |
| 3Y | -24.4% | +156.9% | -181.3% | -32.5% |
| 5Y | -32.1% | -69.0% | +36.9% | -31.8% |
| 10Y | +10.3% | +262.0% | -251.7% | -24.7% |
| All | -32.4% | +320.7% | -353.1% | -53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling