+205.5%
COR vs MOS
-33.6%
+239.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.0% | +2.7% |
| 7D | +7.6% | -2.0% | +9.6% | +7.8% |
| 30D | +6.8% | +15.3% | -8.5% | +5.8% |
| 3M | +16.0% | +1.5% | +14.5% | +15.7% |
| 6M | +41.0% | -2.0% | +43.0% | +40.7% |
| YTD | +6.9% | -6.5% | +13.5% | +6.6% |
| 1Y | -1.0% | -11.1% | +10.0% | -1.0% |
| 3Y | +84.6% | -30.3% | +114.9% | +86.7% |
| All | +205.5% | -33.6% | +239.2% | +192.4% |
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