+7.6%
MOS vs COO
+41.2%
-33.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.8% |
| 7D | +21.6% | +4.7% | +16.9% | +19.8% |
| 30D | +12.0% | +13.9% | -1.9% | +6.5% |
| 3M | -3.9% | -14.9% | +11.1% | +1.5% |
| 6M | -3.3% | +2.0% | -5.3% | -5.8% |
| YTD | -4.6% | -23.9% | +19.3% | +4.4% |
| 1Y | -7.0% | -9.6% | +2.6% | -5.4% |
| 3Y | -24.4% | -25.4% | +1.0% | -20.2% |
| 5Y | -32.1% | -41.2% | +9.1% | -21.8% |
| All | +7.6% | +41.2% | -33.6% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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