-6.6%
MOS vs COMP
-47.7%
+41.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.4% |
| 7D | +9.5% | +1.4% | +8.2% | +9.4% |
| 30D | +10.4% | -13.3% | +23.8% | +11.7% |
| 3M | +12.9% | +41.1% | -28.2% | +8.9% |
| 6M | +1.2% | +17.2% | -15.9% | -1.4% |
| YTD | +9.3% | +5.2% | +4.1% | +7.2% |
| 1Y | -18.0% | +18.9% | -36.9% | -20.8% |
| 3Y | -29.0% | +215.9% | -244.9% | -40.2% |
| 5Y | -9.6% | -31.2% | +21.6% | -14.3% |
| All | -6.6% | -47.7% | +41.1% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling