-7.0%
MOS vs RRC
+71.8%
-78.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.8% | -4.3% |
| 7D | -2.6% | +2.5% | -5.1% | -3.4% |
| 30D | +13.5% | +21.1% | -7.7% | +5.8% |
| 3M | -2.9% | +28.4% | -31.3% | -11.2% |
| 6M | -1.0% | +26.5% | -27.4% | -9.7% |
| YTD | -7.2% | +47.0% | -54.2% | -19.8% |
| 1Y | -11.4% | +35.2% | -46.6% | -21.5% |
| 3Y | -29.0% | +61.0% | -90.0% | -41.8% |
| 5Y | -34.0% | +133.6% | -167.6% | -53.7% |
| All | -7.0% | +71.8% | -78.8% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling