+1,127.7%
RSP vs MOS
+300.1%
+827.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.8% |
| 7D | -0.8% | +9.5% | -10.3% | -2.9% |
| 30D | -0.3% | +10.4% | -10.8% | -2.8% |
| 3M | +4.3% | +12.9% | -8.6% | +0.7% |
| 6M | +8.8% | +1.2% | +7.6% | +6.8% |
| YTD | +15.3% | +9.3% | +5.9% | +10.7% |
| 1Y | +18.3% | -18.0% | +36.3% | +20.9% |
| 3Y | +52.8% | -29.0% | +81.8% | +57.5% |
| 5Y | +51.7% | -9.6% | +61.3% | +40.4% |
| 10Y | +208.5% | +6.1% | +202.4% | +145.8% |
| All | +1,127.7% | +300.1% | +827.6% | +558.9% |
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