+118.3%
MOS vs RRX
+4,066.5%
-3,948.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.3% | -2.0% |
| 7D | +21.6% | +7.5% | +14.1% | +16.8% |
| 30D | +12.0% | +3.0% | +9.0% | +9.1% |
| 3M | -3.9% | -5.3% | +1.5% | -3.5% |
| 6M | -3.3% | -26.6% | +23.3% | +4.6% |
| YTD | -4.6% | +21.2% | -25.8% | -18.2% |
| 1Y | -7.0% | +25.9% | -32.9% | -21.7% |
| 3Y | -24.4% | +71.7% | -96.1% | -47.6% |
| 5Y | -32.1% | +7.8% | -39.9% | -44.4% |
| 10Y | +10.3% | +242.9% | -232.5% | -42.3% |
| All | +118.3% | +4,066.5% | -3,948.3% | -17.1% |
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