-53.6%
ROKU vs MOS
-7.1%
-46.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.9% |
| 7D | -0.1% | +7.1% | -7.2% | -2.2% |
| 30D | +1.5% | +15.0% | -13.6% | -2.9% |
| 3M | +25.7% | +24.1% | +1.6% | +17.3% |
| 6M | +54.5% | +2.7% | +51.7% | +50.3% |
| YTD | +43.2% | +12.2% | +31.0% | +34.9% |
| 1Y | +56.3% | -16.3% | +72.6% | +60.6% |
| 3Y | +86.1% | -23.3% | +109.4% | +89.6% |
| 5Y | -53.6% | -4.2% | -49.4% | -56.4% |
| All | -53.6% | -7.1% | -46.5% | -56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling