+233.3%
RDW vs MOS
-24.6%
+258.0%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.2% | -3.5% | -4.1% |
| 7D | +3.6% | +1.7% | +1.9% | +2.8% |
| 30D | -18.4% | +11.7% | -30.1% | -23.3% |
| 3M | -32.1% | +23.2% | -55.2% | -40.1% |
| 6M | +10.9% | -1.6% | +12.5% | +9.7% |
| YTD | +40.8% | +10.8% | +30.0% | +31.6% |
| 1Y | +31.1% | -16.2% | +47.3% | +41.2% |
| All | +233.3% | -24.6% | +258.0% | +256.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling