+208.1%
COF vs MOS
+6.2%
+202.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.5% | -2.3% |
| 7D | -5.8% | +19.7% | -25.4% | -12.4% |
| 30D | -0.3% | +21.5% | -21.8% | -8.0% |
| 3M | -8.5% | -0.4% | -8.1% | -9.8% |
| 6M | +5.6% | +4.5% | +1.1% | +1.3% |
| YTD | -17.1% | -2.9% | -14.2% | -20.4% |
| 1Y | -7.4% | -7.7% | +0.3% | -9.8% |
| 3Y | +99.1% | -25.6% | +124.7% | +101.6% |
| 5Y | +39.5% | -31.2% | +70.7% | +32.7% |
| 10Y | +208.1% | +2.8% | +205.3% | +82.9% |
| All | +208.1% | +6.2% | +202.0% | +82.9% |
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