-28.3%
MOS vs RVTY
+12.6%
-40.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +9.5% | +1.1% | +8.4% | +9.2% |
| 30D | +10.4% | +13.2% | -2.8% | +7.0% |
| 3M | +12.9% | +27.2% | -14.4% | +5.8% |
| 6M | +1.2% | +32.4% | -31.2% | -6.6% |
| YTD | +9.3% | +34.9% | -25.6% | 0.0% |
| 1Y | -18.0% | +52.4% | -70.3% | -28.0% |
| All | -28.3% | +12.6% | -40.9% | -34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling