-1.6%
MOS vs RRX
+224.4%
-225.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.2% |
| 7D | +24.8% | 0.0% | +24.8% | +23.8% |
| 30D | +22.7% | +9.0% | +13.6% | +15.7% |
| 3M | -1.2% | +4.0% | -5.2% | -5.2% |
| 6M | +5.5% | -15.7% | +21.3% | +8.6% |
| YTD | -2.0% | +29.0% | -31.0% | -23.2% |
| 1Y | -7.9% | +35.2% | -43.2% | -30.1% |
| 3Y | -25.0% | +67.7% | -92.7% | -55.9% |
| 5Y | -27.7% | +14.9% | -42.6% | -48.8% |
| 10Y | -1.6% | +216.8% | -218.4% | -67.6% |
| All | -1.6% | +224.4% | -225.9% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 10y: compounded portfolio wealth divided by compounded RRX 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…
10y analysis · Full analysis span regression · 6 months rolling