+1,156.7%
RSP vs MOS
+237.5%
+919.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +17.4% | -15.5% | -2.1% |
| 7D | +2.7% | +17.9% | -15.2% | -1.5% |
| 30D | +5.8% | +1.6% | +4.2% | +4.8% |
| 3M | +1.8% | -4.0% | +5.8% | +1.9% |
| 6M | +11.6% | -4.1% | +15.7% | +11.0% |
| YTD | +18.0% | -7.8% | +25.8% | +17.1% |
| 1Y | +21.8% | -15.6% | +37.4% | +23.1% |
| 3Y | +65.6% | -28.9% | +94.4% | +69.7% |
| 5Y | +51.6% | -36.8% | +88.5% | +52.5% |
| 10Y | +231.0% | +6.7% | +224.3% | +161.6% |
| All | +1,156.7% | +237.5% | +919.3% | +597.1% |
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