+4,492.0%
COP vs MOS
+155.8%
+4,336.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.5% |
| 7D | +3.0% | +9.5% | -6.5% | +0.2% |
| 30D | +17.5% | +10.4% | +7.1% | +13.9% |
| 3M | +13.4% | +12.9% | +0.5% | +8.2% |
| 6M | +17.7% | +1.2% | +16.5% | +14.5% |
| YTD | +46.6% | +9.3% | +37.3% | +39.1% |
| 1Y | +44.6% | -18.0% | +62.6% | +48.9% |
| 3Y | +20.7% | -29.0% | +49.7% | +26.2% |
| 5Y | +185.0% | -9.6% | +194.6% | +171.3% |
| 10Y | +347.0% | +6.1% | +340.9% | +280.7% |
| All | +4,492.0% | +155.8% | +4,336.2% | +2,916.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling