-2.6%
MOS vs RRX
+211.2%
-213.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.4% | -1.5% |
| 7D | +5.5% | +5.4% | +0.1% | +2.4% |
| 30D | +21.0% | +12.0% | +9.0% | +12.6% |
| 3M | -0.5% | +6.1% | -6.6% | -5.4% |
| 6M | +6.6% | -13.2% | +19.8% | +8.0% |
| YTD | -2.8% | +31.0% | -33.7% | -24.4% |
| 1Y | -8.1% | +38.8% | -46.8% | -31.2% |
| 3Y | -25.6% | +70.3% | -95.9% | -56.6% |
| 5Y | -29.8% | +15.5% | -45.3% | -50.3% |
| All | -2.6% | +211.2% | -213.8% | -70.6% |
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