+80.1%
COR vs MOS
-24.9%
+105.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.8% | +3.6% |
| 7D | +2.3% | +19.7% | -17.3% | +1.6% |
| 30D | +6.8% | +21.5% | -14.7% | +6.0% |
| 3M | +8.1% | -0.4% | +8.5% | +7.8% |
| 6M | +33.0% | +4.5% | +28.5% | +32.4% |
| YTD | +3.0% | -2.9% | +5.9% | +2.7% |
| 1Y | -3.4% | -7.7% | +4.3% | -3.6% |
| 3Y | +80.1% | -25.6% | +105.8% | +83.1% |
| All | +80.1% | -24.9% | +105.0% | +83.1% |
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