+4,638.2%
KO vs MOS
+123.1%
+4,515.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.7% | +21.6% | -19.9% | -0.4% |
| 30D | +11.5% | +12.0% | -0.5% | +10.0% |
| 3M | +10.8% | -3.9% | +14.7% | +10.9% |
| 6M | +22.3% | -3.3% | +25.6% | +21.9% |
| YTD | +39.5% | -4.6% | +44.2% | +38.7% |
| 1Y | +42.2% | -7.0% | +49.2% | +41.6% |
| 3Y | +83.1% | -24.4% | +107.5% | +83.6% |
| 5Y | +94.8% | -32.1% | +126.9% | +93.2% |
| 10Y | +212.9% | +10.3% | +202.6% | +178.4% |
| All | +4,638.2% | +123.1% | +4,515.0% | +3,049.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling