-32.8%
MOS vs RSG
+97.2%
-130.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.5% |
| 7D | +21.6% | +1.2% | +20.4% | +21.2% |
| 30D | +12.0% | +14.2% | -2.2% | +7.1% |
| 3M | -3.9% | +18.2% | -22.0% | -9.2% |
| 6M | -3.3% | +24.4% | -27.7% | -11.0% |
| YTD | -4.6% | +17.9% | -22.5% | -10.2% |
| 1Y | -7.0% | +22.3% | -29.3% | -13.7% |
| 3Y | -24.4% | +65.1% | -89.6% | -40.3% |
| All | -32.8% | +97.2% | -130.0% | -53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling