-24.1%
RKT vs MOS
+54.3%
-78.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -9.0% | -2.0% | -7.0% | -8.6% |
| 30D | +30.2% | +15.3% | +14.9% | +26.0% |
| 3M | -8.8% | +1.5% | -10.3% | -9.6% |
| 6M | -0.9% | -2.0% | +1.0% | -1.4% |
| YTD | -29.2% | -6.5% | -22.7% | -29.5% |
| 1Y | -20.1% | -11.1% | -9.0% | -19.6% |
| 3Y | +81.3% | -30.3% | +111.6% | +87.8% |
| 5Y | -6.6% | -33.5% | +26.9% | -5.7% |
| All | -24.1% | +54.3% | -78.4% | -41.7% |
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