+13,709.1%
COST vs MOS
+127.2%
+13,581.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +1.0% |
| 7D | +2.5% | +19.7% | -17.2% | +0.3% |
| 30D | +12.8% | +21.5% | -8.7% | +10.1% |
| 3M | +12.7% | -0.4% | +13.1% | +12.2% |
| 6M | +6.0% | +4.5% | +1.5% | +4.6% |
| YTD | +24.4% | -2.9% | +27.3% | +23.1% |
| 1Y | +16.2% | -7.7% | +23.9% | +15.7% |
| 3Y | +96.9% | -25.6% | +122.5% | +97.8% |
| 5Y | +121.1% | -31.2% | +152.3% | +119.3% |
| 10Y | +758.4% | +2.8% | +755.6% | +658.2% |
| All | +13,709.1% | +127.2% | +13,581.8% | +7,980.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling