+60.7%
COP vs MOS
-16.2%
+76.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +17.4% | -22.5% | -6.1% |
| 7D | -8.1% | +17.9% | -26.1% | -9.1% |
| 30D | +6.7% | +1.6% | +5.1% | +7.3% |
| 3M | +16.9% | -4.0% | +20.9% | +18.5% |
| 6M | +11.2% | -4.1% | +15.3% | +12.8% |
| YTD | +49.5% | -7.8% | +57.3% | +47.5% |
| 1Y | +60.7% | -15.6% | +76.3% | +64.3% |
| All | +60.7% | -16.2% | +76.9% | +64.3% |
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