-23.3%
MOS vs RSG
+59.4%
-82.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.6% |
| 7D | +9.5% | +0.3% | +9.3% | +9.5% |
| 30D | +10.4% | +7.6% | +2.8% | +8.9% |
| 3M | +12.9% | +7.4% | +5.5% | +11.1% |
| 6M | +1.2% | -3.3% | +4.5% | +2.4% |
| YTD | +9.3% | +6.0% | +3.3% | +8.2% |
| 1Y | -18.0% | -3.7% | -14.3% | -17.4% |
| All | -23.3% | +59.4% | -82.6% | -29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling