-18.5%
MOS vs COMP
-52.0%
+33.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.7% | -10.6% | -0.9% |
| 7D | +21.6% | +13.4% | +8.1% | +20.1% |
| 30D | +12.0% | +11.1% | +0.9% | +10.7% |
| 3M | -3.9% | -18.8% | +15.0% | -2.4% |
| 6M | -3.3% | +10.5% | -13.8% | -5.0% |
| YTD | -4.6% | -3.4% | -1.2% | -6.0% |
| 1Y | -7.0% | +19.7% | -26.7% | -10.3% |
| 3Y | -24.4% | +381.6% | -406.0% | -38.9% |
| 5Y | -32.1% | -17.6% | -14.5% | -38.7% |
| All | -18.5% | -52.0% | +33.4% | -16.4% |
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