+320.3%
COP vs MOS
+8.6%
+311.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | -11.5% | +21.6% | -33.1% | -19.7% |
| 30D | +5.0% | +12.0% | -7.0% | -1.6% |
| 3M | +17.5% | -3.9% | +21.4% | +17.1% |
| 6M | +16.2% | -3.3% | +19.5% | +13.3% |
| YTD | +48.8% | -4.6% | +53.4% | +42.6% |
| 1Y | +64.1% | -7.0% | +71.1% | +58.4% |
| 3Y | +25.7% | -24.4% | +50.1% | +26.5% |
| 5Y | +114.4% | -32.1% | +146.5% | +111.3% |
| All | +320.3% | +8.6% | +311.6% | +156.7% |
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