-31.2%
MOS vs COO
-40.8%
+9.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +1.2% |
| 7D | +19.7% | +4.3% | +15.4% | +18.5% |
| 30D | +21.5% | +17.6% | +3.9% | +16.6% |
| 3M | -0.4% | -13.9% | +13.5% | +3.1% |
| 6M | +4.5% | +6.6% | -2.0% | +1.6% |
| YTD | -2.9% | -22.0% | +19.1% | +2.9% |
| 1Y | -7.7% | -8.8% | +1.1% | -6.6% |
| 3Y | -25.6% | -21.5% | -4.2% | -23.8% |
| 5Y | -31.2% | -41.0% | +9.8% | -26.6% |
| All | -31.2% | -40.8% | +9.6% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling