+124.4%
MOS vs RVTY
+2,976.2%
-2,851.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.2% |
| 7D | +24.8% | -2.7% | +27.5% | +25.5% |
| 30D | +22.7% | +3.2% | +19.4% | +20.9% |
| 3M | -1.2% | +37.2% | -38.4% | -10.4% |
| 6M | +5.5% | +57.7% | -52.1% | -8.4% |
| YTD | -2.0% | +64.8% | -66.8% | -16.8% |
| 1Y | -7.9% | +72.8% | -80.8% | -23.0% |
| 3Y | -25.0% | +89.8% | -114.8% | -39.9% |
| 5Y | -27.7% | -8.4% | -19.3% | -31.0% |
| 10Y | -1.6% | +219.5% | -221.0% | -33.6% |
| All | +124.4% | +2,976.2% | -2,851.8% | -0.8% |
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