+183.0%
KO vs MOS
+12.0%
+171.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | -0.8% | +1.7% | -2.4% | -0.9% |
| 30D | +0.8% | +11.7% | -10.9% | -0.3% |
| 3M | +8.3% | +23.2% | -14.8% | +6.0% |
| 6M | +14.0% | -1.6% | +15.7% | +13.6% |
| YTD | +26.9% | +10.8% | +16.1% | +24.8% |
| 1Y | +32.7% | -16.2% | +48.9% | +33.7% |
| 3Y | +63.9% | -24.2% | +88.2% | +64.9% |
| 5Y | +81.7% | -6.6% | +88.4% | +72.8% |
| 10Y | +183.0% | +16.3% | +166.7% | +144.9% |
| All | +183.0% | +12.0% | +171.0% | +144.9% |
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