+31.6%
RCL vs MOS
-11.3%
+42.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.2% | +1.4% |
| 7D | +6.5% | +21.6% | -15.1% | +3.1% |
| 30D | +15.9% | +12.0% | +3.9% | +13.2% |
| 3M | +2.7% | -3.9% | +6.6% | +1.9% |
| 6M | +15.2% | -3.3% | +18.5% | +13.2% |
| YTD | +19.2% | -4.6% | +23.9% | +10.4% |
| 1Y | +31.6% | -7.0% | +38.6% | +20.4% |
| All | +31.6% | -11.3% | +42.9% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling