+150.2%
MOS vs RRC
+1,202.2%
-1,052.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.6% |
| 7D | +9.5% | +1.3% | +8.2% | +9.3% |
| 30D | +10.4% | +10.1% | +0.3% | +8.4% |
| 3M | +12.9% | +4.0% | +8.9% | +11.7% |
| 6M | +1.2% | +1.6% | -0.3% | +0.4% |
| YTD | +9.3% | +19.7% | -10.4% | +4.8% |
| 1Y | -18.0% | +21.4% | -39.4% | -21.7% |
| 3Y | -29.0% | +29.7% | -58.7% | -33.9% |
| 5Y | -9.6% | +153.9% | -163.5% | -27.1% |
| 10Y | +6.1% | +10.8% | -4.8% | -14.6% |
| All | +150.2% | +1,202.2% | -1,052.0% | +85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling