-30.3%
MOS vs RRX
+64.5%
-94.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.2% |
| 7D | -2.0% | +4.3% | -6.3% | -2.8% |
| 30D | +15.3% | +12.3% | +3.0% | +11.7% |
| 3M | +1.5% | +3.7% | -2.2% | -0.1% |
| 6M | -2.0% | -13.9% | +11.9% | -0.9% |
| YTD | -6.5% | +26.5% | -33.0% | -16.8% |
| 1Y | -11.1% | +29.3% | -40.4% | -21.4% |
| 3Y | -30.3% | +65.6% | -95.8% | -49.0% |
| All | -30.3% | +64.5% | -94.7% | -49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling