+124.5%
COST vs MOS
-33.6%
+158.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.5% | +1.2% |
| 7D | +5.0% | -2.0% | +7.0% | +5.1% |
| 30D | +12.8% | +15.3% | -2.5% | +11.6% |
| 3M | +15.2% | +1.5% | +13.7% | +14.7% |
| 6M | +7.4% | -2.0% | +9.4% | +7.0% |
| YTD | +29.0% | -6.5% | +35.6% | +28.5% |
| 1Y | +20.3% | -11.1% | +31.3% | +20.2% |
| 3Y | +99.0% | -30.3% | +129.2% | +100.8% |
| All | +124.5% | -33.6% | +158.1% | +122.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling