-5.8%
COST vs MOS
-15.9%
+10.1%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -0.6% |
| 7D | -3.2% | +7.1% | -10.2% | -3.1% |
| 30D | -4.0% | +15.0% | -19.0% | -3.9% |
| 3M | -6.5% | +24.1% | -30.6% | -6.5% |
| 6M | -8.5% | +2.7% | -11.3% | -7.9% |
| YTD | +6.0% | +12.2% | -6.2% | +5.7% |
| 1Y | -5.8% | -16.3% | +10.5% | -7.2% |
| All | -5.8% | -15.9% | +10.1% | -7.2% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling