+12.6%
MOS vs RRX
+214.6%
-202.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.4% |
| 7D | +7.1% | +4.3% | +2.8% | +4.9% |
| 30D | +15.0% | -8.0% | +23.1% | +19.6% |
| 3M | +24.1% | -22.0% | +46.1% | +35.9% |
| 6M | +2.7% | -11.9% | +14.6% | +2.9% |
| YTD | +12.2% | +17.1% | -4.9% | -5.9% |
| 1Y | -16.3% | +14.9% | -31.2% | -29.9% |
| 3Y | -23.3% | +6.9% | -30.2% | -39.6% |
| 5Y | -4.2% | +19.6% | -23.7% | -36.0% |
| 10Y | +12.6% | +215.9% | -203.4% | -63.9% |
| All | +12.6% | +214.6% | -202.0% | -63.9% |
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