+331.5%
RCL vs MOS
+5.8%
+325.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.8% |
| 7D | -5.1% | +9.5% | -14.6% | -9.1% |
| 30D | -19.0% | +10.4% | -29.4% | -23.0% |
| 3M | -9.6% | +12.9% | -22.5% | -15.6% |
| 6M | -6.7% | +1.2% | -7.9% | -10.4% |
| YTD | -3.9% | +9.3% | -13.2% | -12.0% |
| 1Y | -25.1% | -18.0% | -7.1% | -22.0% |
| 3Y | +179.1% | -29.0% | +208.1% | +193.4% |
| 5Y | +243.3% | -9.6% | +252.9% | +179.7% |
| All | +331.5% | +5.8% | +325.7% | +132.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 10y: compounded portfolio wealth divided by compounded MOS 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…
10y analysis · Full analysis span regression · 6 months rolling