-22.5%
MOS vs RNG
+327.7%
-350.2%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.9% |
| 3M | +12.9% | +67.0% | -54.1% | +8.2% |
| 6M | +1.2% | +88.4% | -87.1% | -4.5% |
| YTD | +9.3% | +155.5% | -146.2% | -0.2% |
| 1Y | -18.0% | +141.7% | -159.7% | -24.9% |
| 3Y | -29.0% | +131.1% | -160.1% | -36.0% |
| 5Y | -9.6% | -70.6% | +61.0% | -8.7% |
| 10Y | +6.1% | +228.2% | -222.2% | -26.7% |
| All | -22.5% | +327.7% | -350.2% | -47.0% |
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 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