+13,545.6%
COST vs MOS
+123.1%
+13,422.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.3% | -1.1% |
| 7D | +4.1% | +21.6% | -17.5% | +1.7% |
| 30D | +12.0% | +12.0% | 0.0% | +10.3% |
| 3M | +11.2% | -3.9% | +15.0% | +11.2% |
| 6M | +6.1% | -3.3% | +9.4% | +5.7% |
| YTD | +22.9% | -4.6% | +27.5% | +21.9% |
| 1Y | +14.7% | -7.0% | +21.7% | +14.1% |
| 3Y | +92.3% | -24.4% | +116.7% | +92.8% |
| 5Y | +116.6% | -32.1% | +148.7% | +115.2% |
| 10Y | +775.4% | +10.3% | +765.1% | +665.8% |
| All | +13,545.6% | +123.1% | +13,422.5% | +7,901.8% |
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