-31.2%
MOS vs RRC
+111.3%
-142.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.6% | +1.7% |
| 7D | +19.7% | -10.3% | +30.0% | +24.1% |
| 30D | +21.5% | +19.5% | +2.0% | +12.3% |
| 3M | -0.4% | +27.9% | -28.3% | -10.5% |
| 6M | +4.5% | +21.2% | -16.6% | -4.9% |
| YTD | -2.9% | +39.6% | -42.5% | -17.1% |
| 1Y | -7.7% | +31.3% | -39.0% | -19.5% |
| 3Y | -25.6% | +51.9% | -77.6% | -41.1% |
| 5Y | -31.2% | +110.2% | -141.3% | -55.3% |
| All | -31.2% | +111.3% | -142.5% | -55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling