+150.2%
MOS vs COO
+5,988.7%
-5,838.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.6% |
| 7D | +9.5% | -2.2% | +11.8% | +9.8% |
| 30D | +10.4% | -7.0% | +17.4% | +11.1% |
| 3M | +12.9% | +12.2% | +0.7% | +11.5% |
| 6M | +1.2% | -15.1% | +16.4% | +2.6% |
| YTD | +9.3% | -15.1% | +24.4% | +10.7% |
| 1Y | -18.0% | +2.3% | -20.3% | -18.4% |
| 3Y | -29.0% | -23.7% | -5.4% | -27.8% |
| 5Y | -9.6% | -38.9% | +29.3% | -6.6% |
| 10Y | +6.1% | +49.9% | -43.9% | +2.4% |
| All | +150.2% | +5,988.7% | -5,838.5% | +110.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling