-7.0%
MOS vs COMP
+16.2%
-23.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.7% | -10.6% | -0.9% |
| 7D | +21.6% | +13.4% | +8.1% | +20.2% |
| 30D | +12.0% | +11.1% | +0.9% | +10.7% |
| 3M | -3.9% | -18.8% | +15.0% | -3.0% |
| 6M | -3.3% | +10.5% | -13.8% | -5.2% |
| YTD | -4.6% | -3.4% | -1.2% | -6.5% |
| 1Y | -7.0% | +19.7% | -26.7% | -9.2% |
| All | -7.0% | +16.2% | -23.1% | -9.2% |
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