+32.7%
KO vs MOS
-17.6%
+50.3%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.9% |
| 7D | -0.8% | +1.7% | -2.4% | -0.8% |
| 30D | +0.8% | +11.7% | -10.9% | +0.4% |
| 3M | +8.3% | +23.2% | -14.8% | +7.8% |
| 6M | +14.0% | -1.6% | +15.7% | +14.0% |
| YTD | +26.9% | +10.8% | +16.1% | +26.9% |
| 1Y | +32.7% | -16.2% | +48.9% | +29.8% |
| All | +32.7% | -17.6% | +50.3% | +29.8% |
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