-16.7%
RKT vs MOS
+57.4%
-74.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +17.7% | +21.6% | -3.9% | +12.6% |
| 30D | +31.6% | +12.0% | +19.7% | +28.1% |
| 3M | +13.9% | -3.9% | +17.8% | +14.2% |
| 6M | +2.8% | -3.3% | +6.1% | +2.5% |
| YTD | -22.2% | -4.6% | -17.6% | -22.9% |
| 1Y | -3.5% | -7.0% | +3.5% | -3.9% |
| 3Y | +95.3% | -24.4% | +119.7% | +98.5% |
| 5Y | -0.4% | -32.1% | +31.7% | +0.1% |
| All | -16.7% | +57.4% | -74.0% | -36.3% |
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