+7.6%
MOS vs RRC
+59.4%
-51.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.1% | +1.0% |
| 7D | +21.6% | -10.8% | +32.4% | +25.7% |
| 30D | +12.0% | +22.3% | -10.4% | +4.1% |
| 3M | -3.9% | +26.6% | -30.5% | -11.7% |
| 6M | -3.3% | +18.9% | -22.3% | -10.1% |
| YTD | -4.6% | +39.2% | -43.8% | -16.1% |
| 1Y | -7.0% | +34.0% | -40.9% | -17.3% |
| 3Y | -24.4% | +42.0% | -66.4% | -35.6% |
| 5Y | -32.1% | +111.9% | -144.0% | -50.9% |
| All | +7.6% | +59.4% | -51.7% | -36.1% |
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