+25.7%
COP vs MOS
-26.6%
+52.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -11.5% | +21.6% | -33.1% | -14.9% |
| 30D | +5.0% | +12.0% | -7.0% | +2.6% |
| 3M | +17.5% | -3.9% | +21.4% | +18.4% |
| 6M | +16.2% | -3.3% | +19.5% | +16.4% |
| YTD | +48.8% | -4.6% | +53.4% | +47.3% |
| 1Y | +64.1% | -7.0% | +71.1% | +63.3% |
| 3Y | +25.7% | -24.4% | +50.1% | +28.1% |
| All | +25.7% | -26.6% | +52.3% | +28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling