+5,381.3%
COF vs MOS
+80.3%
+5,301.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -1.5% | +21.6% | -23.0% | -8.0% |
| 30D | +3.0% | +12.0% | -8.9% | -1.5% |
| 3M | -7.9% | -3.9% | -4.0% | -8.1% |
| 6M | +5.2% | -3.3% | +8.5% | +4.0% |
| YTD | -15.7% | -4.6% | -11.1% | -18.0% |
| 1Y | -5.5% | -7.0% | +1.5% | -7.6% |
| 3Y | +100.5% | -24.4% | +125.0% | +102.5% |
| 5Y | +42.3% | -32.1% | +74.5% | +41.4% |
| 10Y | +228.7% | +10.3% | +218.4% | +153.7% |
| All | +5,381.3% | +80.3% | +5,301.0% | +2,676.6% |
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