+405.7%
COR vs MOS
+5.8%
+399.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -2.1% |
| 7D | +2.8% | +9.5% | -6.8% | +1.5% |
| 30D | +4.5% | +10.4% | -5.9% | +3.0% |
| 3M | +22.7% | +12.9% | +9.8% | +20.1% |
| 6M | -9.7% | +1.2% | -11.0% | -10.7% |
| YTD | -1.4% | +9.3% | -10.7% | -3.9% |
| 1Y | +13.9% | -18.0% | +31.9% | +15.6% |
| 3Y | +94.0% | -29.0% | +123.0% | +97.8% |
| 5Y | +184.0% | -9.6% | +193.6% | +163.6% |
| All | +405.7% | +5.8% | +399.8% | +304.9% |
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 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