+11.9%
COST vs MOS
-16.2%
+28.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +17.4% | -14.7% | +2.4% |
| 7D | +6.6% | +17.9% | -11.3% | +6.4% |
| 30D | +13.5% | +1.6% | +11.9% | +13.2% |
| 3M | +10.6% | -4.0% | +14.6% | +10.2% |
| 6M | +3.6% | -4.1% | +7.8% | +3.5% |
| YTD | +22.1% | -7.8% | +29.9% | +19.7% |
| 1Y | +11.9% | -15.6% | +27.5% | +11.3% |
| All | +11.9% | -16.2% | +28.1% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling