+250.3%
COF vs MOS
+12.0%
+238.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.0% |
| 7D | -2.7% | +1.7% | -4.3% | -3.3% |
| 30D | -3.4% | +11.7% | -15.0% | -7.6% |
| 3M | +15.4% | +23.2% | -7.8% | +5.7% |
| 6M | +14.4% | -1.6% | +16.1% | +11.9% |
| YTD | -12.0% | +10.8% | -22.8% | -18.5% |
| 1Y | -3.7% | -16.2% | +12.5% | -1.4% |
| 3Y | +121.1% | -24.2% | +145.3% | +125.3% |
| 5Y | +47.8% | -6.6% | +54.5% | +24.7% |
| 10Y | +250.3% | +16.3% | +234.0% | +109.1% |
| All | +250.3% | +12.0% | +238.3% | +109.1% |
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