-24.5%
MOS vs RRC
+40.4%
-64.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.7% | +7.0% | +4.2% |
| 7D | +22.5% | -6.9% | +29.4% | +24.4% |
| 30D | +6.6% | +25.4% | -18.8% | -0.7% |
| 3M | -3.8% | +31.9% | -35.7% | -11.8% |
| 6M | -2.2% | +17.2% | -19.4% | -7.5% |
| YTD | -4.8% | +43.4% | -48.2% | -16.3% |
| 1Y | -11.7% | +36.7% | -48.4% | -21.3% |
| All | -24.5% | +40.4% | -64.9% | -34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling