+375.0%
RCL vs MOS
+3.2%
+371.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.4% |
| 7D | +8.5% | +24.8% | -16.3% | -2.3% |
| 30D | +20.4% | +22.7% | -2.3% | +9.0% |
| 3M | +11.0% | -1.2% | +12.2% | +9.5% |
| 6M | +24.9% | +5.5% | +19.3% | +18.3% |
| YTD | +23.9% | -2.0% | +25.8% | +17.5% |
| 1Y | +30.8% | -7.9% | +38.8% | +27.6% |
| 3Y | +270.4% | -25.0% | +295.4% | +272.6% |
| 5Y | +296.1% | -27.7% | +323.8% | +261.5% |
| 10Y | +375.0% | -1.6% | +376.6% | +159.7% |
| All | +375.0% | +3.2% | +371.8% | +159.7% |
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