-9.6%
MOS vs COO
-38.8%
+29.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.8% |
| 7D | +9.5% | -2.2% | +11.8% | +10.1% |
| 30D | +10.4% | -7.0% | +17.4% | +12.5% |
| 3M | +12.9% | +12.2% | +0.7% | +8.9% |
| 6M | +1.2% | -15.1% | +16.4% | +5.5% |
| YTD | +9.3% | -15.1% | +24.4% | +13.8% |
| 1Y | -18.0% | +2.3% | -20.3% | -19.3% |
| 3Y | -29.0% | -23.7% | -5.4% | -25.8% |
| All | -9.6% | -38.8% | +29.2% | -1.9% |
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