+83.1%
KO vs MOS
-26.6%
+109.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.7% | +21.6% | -19.9% | +0.9% |
| 30D | +11.5% | +12.0% | -0.5% | +11.0% |
| 3M | +10.8% | -3.9% | +14.7% | +10.9% |
| 6M | +22.3% | -3.3% | +25.6% | +22.3% |
| YTD | +39.5% | -4.6% | +44.2% | +39.5% |
| 1Y | +42.2% | -7.0% | +49.2% | +42.3% |
| 3Y | +83.1% | -24.4% | +107.5% | +85.8% |
| All | +83.1% | -26.6% | +109.7% | +85.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling