-28.3%
MOS vs COO
-23.4%
-4.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.7% |
| 7D | +9.5% | -2.2% | +11.8% | +10.0% |
| 30D | +10.4% | -7.0% | +17.4% | +12.0% |
| 3M | +12.9% | +12.2% | +0.7% | +9.8% |
| 6M | +1.2% | -15.1% | +16.4% | +4.8% |
| YTD | +9.3% | -15.1% | +24.4% | +13.0% |
| 1Y | -18.0% | +2.3% | -20.3% | -18.9% |
| All | -28.3% | -23.4% | -4.9% | -31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling