+1.2%
RDW vs MOS
+3.4%
-2.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.0% |
| 7D | -3.1% | +9.5% | -12.7% | -6.6% |
| 30D | -1.8% | +10.4% | -12.2% | -6.0% |
| 3M | -50.9% | +12.9% | -63.7% | -53.7% |
| 6M | +13.5% | +1.2% | +12.2% | +11.4% |
| YTD | +38.6% | +9.3% | +29.2% | +32.6% |
| 1Y | +28.3% | -18.0% | +46.2% | +36.6% |
| 3Y | +217.2% | -29.0% | +246.2% | +242.1% |
| 5Y | -14.0% | -9.6% | -4.4% | -8.9% |
| All | +1.2% | +3.4% | -2.2% | +4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling