-31.2%
MOS vs RVTY
-6.1%
-25.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.6% | -1.8% | +1.0% |
| 7D | +19.7% | +6.0% | +13.6% | +17.6% |
| 30D | +21.5% | +4.3% | +17.2% | +19.7% |
| 3M | -0.4% | +40.2% | -40.7% | -9.5% |
| 6M | +4.5% | +59.3% | -54.8% | -8.5% |
| YTD | -2.9% | +66.5% | -69.4% | -16.8% |
| 1Y | -7.7% | +77.5% | -85.2% | -22.5% |
| 3Y | -25.6% | +92.5% | -118.1% | -39.5% |
| 5Y | -31.2% | -6.8% | -24.3% | -37.6% |
| All | -31.2% | -6.1% | -25.1% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling