-7.0%
MOS vs RSG
+452.6%
-459.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.5% | -6.0% | -5.4% |
| 7D | -2.6% | +1.4% | -4.0% | -3.4% |
| 30D | +13.5% | +15.0% | -1.6% | +4.6% |
| 3M | -2.9% | +18.5% | -21.4% | -12.1% |
| 6M | -1.0% | +25.8% | -26.8% | -14.2% |
| YTD | -7.2% | +20.8% | -28.0% | -17.8% |
| 1Y | -11.4% | +24.8% | -36.2% | -23.0% |
| 3Y | -29.0% | +65.9% | -94.9% | -50.4% |
| 5Y | -34.0% | +99.1% | -133.1% | -60.1% |
| All | -7.0% | +452.6% | -459.6% | -66.1% |
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