+325.0%
COP vs MOS
-1.8%
+326.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | +0.7% | +5.5% | -4.8% | -1.6% |
| 30D | +0.2% | +21.0% | -20.7% | -9.1% |
| 3M | +10.2% | -0.5% | +10.7% | +8.2% |
| 6M | +20.1% | +6.6% | +13.5% | +12.1% |
| YTD | +50.5% | -2.8% | +53.3% | +43.0% |
| 1Y | +56.8% | -8.1% | +64.9% | +52.3% |
| 3Y | +30.3% | -25.6% | +55.9% | +32.4% |
| 5Y | +126.8% | -29.8% | +156.6% | +119.9% |
| 10Y | +325.0% | +0.6% | +324.4% | +168.5% |
| All | +325.0% | -1.8% | +326.8% | +168.5% |
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 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