-6.3%
RKT vs MOS
-8.7%
+2.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.4% |
| 7D | +2.1% | +9.5% | -7.4% | 0.0% |
| 30D | +1.4% | +10.4% | -9.0% | -1.0% |
| 3M | +6.3% | +12.9% | -6.6% | +2.8% |
| 6M | -15.5% | +1.2% | -16.7% | -16.8% |
| YTD | -27.4% | +9.3% | -36.7% | -29.9% |
| 1Y | -26.6% | -18.0% | -8.6% | -24.8% |
| 3Y | +41.2% | -29.0% | +70.3% | +46.3% |
| All | -6.3% | -8.7% | +2.5% | -16.0% |
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