+206.1%
COR vs MOS
-33.6%
+239.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.2% | +2.9% |
| 7D | +7.8% | -2.0% | +9.8% | +8.0% |
| 30D | +7.0% | +15.3% | -8.3% | +6.0% |
| 3M | +16.3% | +1.5% | +14.8% | +15.9% |
| 6M | +41.3% | -2.0% | +43.3% | +40.9% |
| YTD | +7.1% | -6.5% | +13.7% | +6.8% |
| 1Y | -0.8% | -11.1% | +10.2% | -0.8% |
| 3Y | +85.0% | -30.3% | +115.2% | +87.1% |
| All | +206.1% | -33.6% | +239.7% | +193.0% |
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