+118.0%
MOS vs RRC
+1,459.8%
-1,341.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.7% | +7.0% | +4.0% |
| 7D | +22.5% | -6.9% | +29.4% | +24.0% |
| 30D | +6.6% | +25.4% | -18.8% | +1.5% |
| 3M | -3.8% | +31.9% | -35.7% | -9.4% |
| 6M | -2.2% | +17.2% | -19.4% | -6.2% |
| YTD | -4.8% | +43.4% | -48.2% | -12.4% |
| 1Y | -11.7% | +36.7% | -48.4% | -18.1% |
| 3Y | -26.5% | +38.8% | -65.4% | -32.8% |
| 5Y | -32.2% | +118.3% | -150.5% | -44.1% |
| 10Y | +10.2% | +67.7% | -57.5% | -17.7% |
| All | +118.0% | +1,459.8% | -1,341.9% | +55.2% |
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