+602.0%
COST vs MOS
+11.1%
+591.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -0.8% |
| 7D | -3.2% | +7.1% | -10.2% | -3.7% |
| 30D | -4.0% | +15.0% | -19.0% | -5.0% |
| 3M | -6.5% | +24.1% | -30.6% | -8.2% |
| 6M | -8.5% | +2.7% | -11.3% | -9.1% |
| YTD | +6.0% | +12.2% | -6.2% | +4.4% |
| 1Y | -5.8% | -16.3% | +10.5% | -5.2% |
| 3Y | +71.8% | -23.3% | +95.1% | +72.5% |
| 5Y | +106.2% | -4.2% | +110.4% | +101.3% |
| 10Y | +602.0% | +12.6% | +589.5% | +567.8% |
| All | +602.0% | +11.1% | +591.0% | +567.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling