+3.5%
COR vs MOS
-16.2%
+19.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +17.4% | -13.4% | +3.5% |
| 7D | +9.1% | +17.9% | -8.8% | +8.7% |
| 30D | +12.4% | +1.6% | +10.9% | +12.0% |
| 3M | +15.8% | -4.0% | +19.8% | +15.4% |
| 6M | +17.1% | -4.1% | +21.2% | +16.7% |
| YTD | +5.4% | -7.8% | +13.2% | +6.0% |
| 1Y | +3.5% | -15.6% | +19.1% | +2.6% |
| All | +3.5% | -16.2% | +19.7% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling