+8.2%
MOS vs RRC
+10.9%
-2.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.7% |
| 7D | +9.5% | +1.3% | +8.2% | +9.1% |
| 30D | +10.4% | +10.1% | +0.3% | +7.1% |
| 3M | +12.9% | +4.0% | +8.9% | +10.9% |
| 6M | +1.2% | +1.6% | -0.3% | -0.1% |
| YTD | +9.3% | +19.7% | -10.4% | +2.0% |
| 1Y | -18.0% | +21.4% | -39.4% | -24.1% |
| 3Y | -29.0% | +29.7% | -58.7% | -37.2% |
| 5Y | -9.6% | +153.9% | -163.5% | -37.5% |
| All | +8.2% | +10.9% | -2.7% | -28.8% |
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