-8.5%
COF vs MOS
-8.6%
+0.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.5% | -1.7% |
| 7D | -5.8% | +19.7% | -25.4% | -6.4% |
| 30D | -0.3% | +21.5% | -21.8% | -1.0% |
| 3M | -8.5% | -0.4% | -8.1% | -8.3% |
| 6M | +5.6% | +4.5% | +1.1% | +5.2% |
| YTD | -17.1% | -2.9% | -14.2% | -19.2% |
| All | -8.5% | -8.6% | +0.2% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling