-11.7%
MOS vs COMP
+11.9%
-23.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -8.2% | +11.5% | +4.1% |
| 7D | +22.5% | -1.8% | +24.3% | +22.6% |
| 30D | +6.6% | -0.8% | +7.4% | +6.6% |
| 3M | -3.8% | -28.1% | +24.3% | -1.7% |
| 6M | -2.2% | +27.0% | -29.2% | -4.9% |
| YTD | -4.8% | -12.8% | +8.0% | -6.1% |
| 1Y | -11.7% | +4.9% | -16.6% | -14.7% |
| All | -11.7% | +11.9% | -23.6% | -14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling