-26.4%
RDW vs MOS
-33.6%
+7.2%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.5% | -4.0% |
| 7D | +7.2% | -2.0% | +9.2% | +8.2% |
| 30D | -10.3% | +15.3% | -25.6% | -17.1% |
| 3M | -41.4% | +1.5% | -42.9% | -43.0% |
| 6M | -32.5% | -2.0% | -30.6% | -33.6% |
| YTD | +1.7% | -6.5% | +8.2% | +2.0% |
| 1Y | +39.0% | -11.1% | +50.1% | +41.9% |
| 3Y | +214.2% | -30.3% | +244.5% | +245.6% |
| All | -26.4% | -33.6% | +7.2% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling