-32.2%
MOS vs COMP
-28.0%
-4.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -8.2% | +11.5% | +4.0% |
| 7D | +22.5% | -1.8% | +24.3% | +22.7% |
| 30D | +6.6% | -0.8% | +7.4% | +6.6% |
| 3M | -3.8% | -28.1% | +24.3% | -1.2% |
| 6M | -2.2% | +27.0% | -29.2% | -5.2% |
| YTD | -4.8% | -12.8% | +8.0% | -5.2% |
| 1Y | -11.7% | +4.9% | -16.6% | -13.7% |
| 3Y | -26.5% | +321.0% | -347.5% | -39.4% |
| 5Y | -32.2% | -25.6% | -6.6% | -40.1% |
| All | -32.2% | -28.0% | -4.2% | -40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling