+583.1%
ROKU vs MOS
+21.5%
+561.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +3.5% | +21.6% | -18.1% | -1.6% |
| 30D | +5.1% | +12.0% | -6.9% | +1.7% |
| 3M | +7.0% | -3.9% | +10.8% | +7.0% |
| 6M | +25.4% | -3.3% | +28.7% | +24.8% |
| YTD | +48.0% | -4.6% | +52.6% | +45.9% |
| 1Y | +53.1% | -7.0% | +60.1% | +51.5% |
| 3Y | +92.7% | -24.4% | +117.1% | +96.2% |
| 5Y | -42.4% | -32.1% | -10.3% | -40.8% |
| All | +583.1% | +21.5% | +561.6% | +526.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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