+43.2%
KO vs MOS
-16.2%
+59.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +17.4% | -16.3% | +0.3% |
| 7D | +4.4% | +17.9% | -13.5% | +3.6% |
| 30D | +10.7% | +1.6% | +9.2% | +10.8% |
| 3M | +11.3% | -4.0% | +15.3% | +11.6% |
| 6M | +24.0% | -4.1% | +28.2% | +24.5% |
| YTD | +39.7% | -7.8% | +47.5% | +39.4% |
| 1Y | +43.2% | -15.6% | +58.8% | +44.8% |
| All | +43.2% | -16.2% | +59.4% | +44.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling