-2.6%
MOS vs RRC
+73.2%
-75.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.2% |
| 7D | +5.5% | -0.5% | +5.9% | +5.5% |
| 30D | +21.0% | +25.2% | -4.3% | +11.6% |
| 3M | -0.5% | +27.8% | -28.3% | -8.9% |
| 6M | +6.6% | +27.2% | -20.6% | -3.0% |
| YTD | -2.8% | +48.2% | -50.9% | -16.2% |
| 1Y | -8.1% | +34.7% | -42.8% | -18.4% |
| 3Y | -25.6% | +62.2% | -87.8% | -39.2% |
| 5Y | -29.8% | +130.9% | -160.7% | -50.6% |
| All | -2.6% | +73.2% | -75.7% | -43.4% |
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