-25.7%
RDW vs MOS
-11.6%
-14.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.5% | -4.0% |
| 7D | +7.2% | -2.0% | +9.2% | +8.1% |
| 30D | -10.3% | +15.3% | -25.6% | -16.2% |
| 3M | -41.4% | +1.5% | -42.9% | -42.7% |
| 6M | -32.5% | -2.0% | -30.6% | -33.4% |
| YTD | +1.7% | -6.5% | +8.2% | +2.3% |
| 1Y | +39.0% | -11.1% | +50.1% | +41.9% |
| 3Y | +214.2% | -30.3% | +244.5% | +241.8% |
| 5Y | -31.3% | -33.5% | +2.2% | -22.8% |
| All | -25.7% | -11.6% | -14.1% | -19.7% |
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