-0.8%
RKT vs MOS
-30.3%
+29.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.0% | -5.8% | -5.1% |
| 7D | +4.6% | +24.8% | -20.2% | -0.8% |
| 30D | +25.9% | +22.7% | +3.2% | +19.7% |
| 3M | +5.0% | -1.2% | +6.2% | +4.5% |
| 6M | -7.9% | +5.5% | -13.4% | -10.0% |
| YTD | -25.4% | -2.0% | -23.4% | -26.6% |
| 1Y | -15.4% | -7.9% | -7.5% | -15.7% |
| 3Y | +83.3% | -25.0% | +108.3% | +86.8% |
| 5Y | -0.8% | -27.7% | +26.9% | -13.2% |
| All | -0.8% | -30.3% | +29.5% | -13.2% |
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