-9.6%
MOS vs RRC
+156.2%
-165.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.7% |
| 7D | +9.5% | +1.3% | +8.2% | +9.0% |
| 30D | +10.4% | +10.1% | +0.3% | +6.5% |
| 3M | +12.9% | +4.0% | +8.9% | +10.6% |
| 6M | +1.2% | +1.6% | -0.3% | -0.4% |
| YTD | +9.3% | +19.7% | -10.4% | +0.5% |
| 1Y | -18.0% | +21.4% | -39.4% | -25.5% |
| 3Y | -29.0% | +29.7% | -58.7% | -39.3% |
| All | -9.6% | +156.2% | -165.8% | -44.5% |
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