+17,451.9%
COR vs MOS
+61.6%
+17,390.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -2.0% |
| 7D | +2.8% | +9.5% | -6.8% | +1.6% |
| 30D | +4.5% | +10.4% | -5.9% | +3.1% |
| 3M | +22.7% | +12.9% | +9.8% | +20.3% |
| 6M | -9.7% | +1.2% | -11.0% | -10.7% |
| YTD | -1.4% | +9.3% | -10.7% | -3.7% |
| 1Y | +13.9% | -18.0% | +31.9% | +15.3% |
| 3Y | +94.0% | -29.0% | +123.0% | +96.8% |
| 5Y | +184.0% | -9.6% | +193.6% | +170.4% |
| 10Y | +406.8% | +6.1% | +400.7% | +341.0% |
| All | +17,451.9% | +61.6% | +17,390.3% | +12,410.2% |
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