+150.2%
MOS vs RRX
+3,904.5%
-3,754.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.4% |
| 7D | +9.5% | +3.4% | +6.1% | +8.1% |
| 30D | +10.4% | -11.1% | +21.5% | +15.6% |
| 3M | +12.9% | -23.7% | +36.6% | +22.9% |
| 6M | +1.2% | -22.0% | +23.2% | +7.3% |
| YTD | +9.3% | +16.5% | -7.2% | -3.0% |
| 1Y | -18.0% | +11.5% | -29.5% | -26.5% |
| 3Y | -29.0% | +1.5% | -30.5% | -38.1% |
| 5Y | -9.6% | +18.3% | -27.8% | -28.3% |
| 10Y | +6.1% | +209.8% | -203.7% | -41.4% |
| All | +150.2% | +3,904.5% | -3,754.3% | -1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling