+32.1%
RDW vs MOS
-18.2%
+50.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.9% |
| 7D | +4.8% | +0.5% | +4.3% | +4.6% |
| 30D | -19.5% | +10.9% | -30.4% | -24.6% |
| 3M | -26.9% | +29.2% | -56.1% | -39.6% |
| 6M | +17.8% | -2.3% | +20.1% | +16.6% |
| YTD | +43.0% | +8.3% | +34.7% | +30.2% |
| 1Y | +32.1% | -21.2% | +53.3% | +61.5% |
| All | +32.1% | -18.2% | +50.3% | +61.5% |
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 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