+749.2%
COST vs MOS
-4.2%
+753.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +5.0% | +0.8% |
| 7D | +2.5% | -2.6% | +5.1% | +2.7% |
| 30D | +14.6% | +13.5% | +1.1% | +13.4% |
| 3M | +15.2% | -2.9% | +18.1% | +15.1% |
| 6M | +7.2% | -1.0% | +8.2% | +6.7% |
| YTD | +27.4% | -7.2% | +34.6% | +27.0% |
| 1Y | +20.2% | -11.4% | +31.6% | +20.2% |
| 3Y | +96.9% | -29.0% | +125.8% | +98.2% |
| 5Y | +122.8% | -34.0% | +156.8% | +123.8% |
| All | +749.2% | -4.2% | +753.4% | +714.2% |
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 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