+222.7%
KO vs MOS
+3.2%
+219.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | 0.0% | +0.8% |
| 7D | +2.2% | +24.8% | -22.6% | 0.0% |
| 30D | +10.1% | +22.7% | -12.6% | +7.8% |
| 3M | +12.2% | -1.2% | +13.4% | +12.0% |
| 6M | +25.1% | +5.5% | +19.6% | +23.9% |
| YTD | +41.3% | -2.0% | +43.3% | +40.2% |
| 1Y | +41.1% | -7.9% | +49.0% | +40.7% |
| 3Y | +86.3% | -25.0% | +111.2% | +87.0% |
| 5Y | +97.8% | -27.7% | +125.5% | +93.3% |
| 10Y | +222.7% | -1.6% | +224.3% | +176.2% |
| All | +222.7% | +3.2% | +219.5% | +176.2% |
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