+1.7%
RKT vs MOS
-32.4%
+34.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +17.7% | +21.6% | -3.9% | +12.3% |
| 30D | +31.6% | +12.0% | +19.7% | +27.8% |
| 3M | +13.9% | -3.9% | +17.8% | +14.1% |
| 6M | +2.8% | -3.3% | +6.1% | +2.4% |
| YTD | -22.2% | -4.6% | -17.6% | -23.0% |
| 1Y | -3.5% | -7.0% | +3.5% | -4.1% |
| 3Y | +95.3% | -24.4% | +119.7% | +98.6% |
| All | +1.7% | -32.4% | +34.0% | -8.0% |
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