+118.0%
MOS vs COO
+5,456.7%
-5,338.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.4% | +4.7% | +3.4% |
| 7D | +22.5% | +5.3% | +17.2% | +22.0% |
| 30D | +6.6% | +12.5% | -5.9% | +5.5% |
| 3M | -3.8% | -15.1% | +11.3% | -2.5% |
| 6M | -2.2% | +3.7% | -5.9% | -2.8% |
| YTD | -4.8% | -22.5% | +17.7% | -2.8% |
| 1Y | -11.7% | -7.8% | -3.9% | -11.4% |
| 3Y | -26.5% | -24.1% | -2.4% | -25.3% |
| 5Y | -32.2% | -40.1% | +7.9% | -29.9% |
| 10Y | +10.2% | +44.7% | -34.5% | +6.7% |
| All | +118.0% | +5,456.7% | -5,338.7% | +85.0% |
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 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