-11.7%
MOS vs RRX
+32.3%
-44.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.4% | -4.5% |
| 7D | -2.6% | +12.6% | -15.2% | -3.4% |
| 30D | +13.5% | +10.6% | +2.9% | +11.9% |
| 3M | -2.9% | +4.6% | -7.5% | -3.6% |
| 6M | -1.0% | -13.6% | +12.6% | -0.5% |
| YTD | -7.2% | +29.4% | -36.6% | -15.9% |
| All | -11.7% | +32.3% | -44.1% | -19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling