+217.5%
YUM vs MOS
-3.5%
+221.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.1% |
| 7D | +0.1% | -2.0% | +2.1% | +0.4% |
| 30D | +10.0% | +15.3% | -5.3% | +7.5% |
| 3M | +7.5% | +1.5% | +6.0% | +6.8% |
| 6M | +8.8% | -2.0% | +10.8% | +8.2% |
| YTD | +8.2% | -6.5% | +14.7% | +7.5% |
| 1Y | +9.8% | -11.1% | +20.9% | +9.8% |
| 3Y | +36.4% | -30.3% | +66.7% | +38.8% |
| 5Y | +41.7% | -33.5% | +75.2% | +38.6% |
| All | +217.5% | -3.5% | +221.0% | +147.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 10y: compounded portfolio wealth divided by compounded MOS 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…
10y analysis · Full analysis span regression · 6 months rolling