+113.1%
COP vs MOS
-31.6%
+144.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.3% | -4.4% | -2.1% |
| 7D | -9.7% | +22.5% | -32.2% | -15.9% |
| 30D | +4.7% | +6.6% | -1.9% | +1.8% |
| 3M | +18.5% | -3.8% | +22.3% | +18.8% |
| 6M | +11.4% | -2.2% | +13.6% | +9.6% |
| YTD | +47.9% | -4.8% | +52.7% | +44.1% |
| 1Y | +59.3% | -11.7% | +71.0% | +59.3% |
| 3Y | +23.6% | -26.5% | +50.1% | +27.0% |
| 5Y | +113.1% | -32.2% | +145.3% | +101.7% |
| All | +113.1% | -31.6% | +144.6% | +101.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling