+562.1%
ROKU vs MOS
+39.3%
+522.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -2.1% |
| 7D | -1.3% | +9.5% | -10.9% | -3.5% |
| 30D | +5.9% | +10.4% | -4.6% | +3.1% |
| 3M | +23.9% | +12.9% | +11.0% | +19.7% |
| 6M | +59.6% | +1.2% | +58.3% | +56.8% |
| YTD | +43.4% | +9.3% | +34.1% | +37.8% |
| 1Y | +60.2% | -18.0% | +78.1% | +64.4% |
| 3Y | +90.4% | -29.0% | +119.4% | +97.7% |
| 5Y | -54.5% | -9.6% | -45.0% | -55.9% |
| All | +562.1% | +39.3% | +522.8% | +491.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling