-2.2%
MOS vs COMP
+29.1%
-31.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -8.2% | +11.5% | +4.2% |
| 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% | -1.6% |
| 6M | -2.2% | +27.0% | -29.2% | -5.3% |
| All | -2.2% | +29.1% | -31.3% | -5.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling