+46.1%
RSP vs MOS
-31.6%
+77.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.3% | -6.2% | -3.4% |
| 7D | -1.4% | +22.5% | -23.9% | -4.8% |
| 30D | +2.1% | +6.6% | -4.5% | +0.8% |
| 3M | -0.9% | -3.8% | +2.9% | -0.8% |
| 6M | +7.5% | -2.2% | +9.7% | +6.9% |
| YTD | +14.6% | -4.8% | +19.3% | +13.3% |
| 1Y | +17.6% | -11.7% | +29.3% | +17.7% |
| 3Y | +60.8% | -26.5% | +87.3% | +62.6% |
| 5Y | +46.1% | -32.2% | +78.3% | +38.6% |
| All | +46.1% | -31.6% | +77.7% | +38.6% |
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