-1.6%
MOS vs RSG
+449.6%
-451.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.6% | +0.8% |
| 7D | +24.8% | +2.0% | +22.9% | +23.6% |
| 30D | +22.7% | +14.2% | +8.5% | +13.7% |
| 3M | -1.2% | +15.8% | -17.0% | -9.3% |
| 6M | +5.5% | +24.6% | -19.0% | -8.0% |
| YTD | -2.0% | +18.2% | -20.2% | -12.0% |
| 1Y | -7.9% | +22.8% | -30.7% | -19.3% |
| 3Y | -25.0% | +62.4% | -87.3% | -46.9% |
| 5Y | -27.7% | +96.0% | -123.8% | -56.0% |
| 10Y | -1.6% | +448.5% | -450.1% | -62.6% |
| All | -1.6% | +449.6% | -451.1% | -62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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