+16.3%
MOS vs RSG
+418.8%
-402.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | +1.7% | 0.0% | +1.7% | +1.6% |
| 30D | +11.7% | +3.7% | +8.0% | +9.4% |
| 3M | +23.2% | +6.2% | +17.0% | +18.2% |
| 6M | -1.6% | -2.8% | +1.1% | -0.8% |
| YTD | +10.8% | +5.9% | +4.9% | +6.1% |
| 1Y | -16.2% | -1.8% | -14.5% | -16.3% |
| 3Y | -24.2% | +57.5% | -81.7% | -45.8% |
| 5Y | -6.6% | +91.1% | -97.7% | -43.2% |
| 10Y | +16.3% | +428.1% | -411.8% | -58.9% |
| All | +16.3% | +418.8% | -402.4% | -58.9% |
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