-7.2%
MOS vs RVTY
+68.7%
-75.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | +5.5% | -0.7% | +6.2% | +5.5% |
| 30D | +21.0% | +1.7% | +19.2% | +20.5% |
| 3M | -0.5% | +36.8% | -37.3% | -4.5% |
| 6M | +6.6% | +60.1% | -53.5% | +0.5% |
| YTD | -2.8% | +64.0% | -66.7% | -7.9% |
| All | -7.2% | +68.7% | -75.8% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1y: compounded portfolio wealth divided by compounded RVTY 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…
1y analysis · Full analysis span regression · 6 months rolling