+150.2%
MOS vs RVTY
+2,416.7%
-2,266.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.7% |
| 3M | +12.9% | +27.2% | -14.4% | +5.1% |
| 6M | +1.2% | +32.4% | -31.2% | -7.5% |
| YTD | +9.3% | +34.9% | -25.6% | -1.0% |
| 1Y | -18.0% | +52.4% | -70.3% | -28.5% |
| 3Y | -29.0% | +12.3% | -41.3% | -34.0% |
| 5Y | -9.6% | -30.8% | +21.2% | -5.8% |
| 10Y | +6.1% | +150.7% | -144.6% | -22.8% |
| All | +150.2% | +2,416.7% | -2,266.4% | +18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling