+17,914.9%
COR vs MOS
+40.7%
+17,874.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.3% | -7.3% | -4.5% |
| 7D | +2.8% | +22.5% | -19.7% | 0.0% |
| 30D | +7.4% | +6.6% | +0.7% | +6.2% |
| 3M | +7.3% | -3.8% | +11.1% | +7.4% |
| 6M | +11.5% | -2.2% | +13.7% | +10.9% |
| YTD | +1.2% | -4.8% | +5.9% | +0.3% |
| 1Y | -3.3% | -11.7% | +8.4% | -3.3% |
| 3Y | +78.5% | -26.5% | +105.0% | +79.7% |
| 5Y | +183.0% | -32.2% | +215.2% | +179.7% |
| 10Y | +545.4% | +10.2% | +535.2% | +457.6% |
| All | +17,914.9% | +40.7% | +17,874.1% | +12,927.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling