+178.9%
YUM vs MOS
+12.0%
+167.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.2% |
| 7D | -3.6% | +1.7% | -5.2% | -3.8% |
| 30D | +0.4% | +11.7% | -11.3% | -1.3% |
| 3M | -3.8% | +23.2% | -27.0% | -7.0% |
| 6M | -8.3% | -1.6% | -6.6% | -8.9% |
| YTD | -2.6% | +10.8% | -13.5% | -5.3% |
| 1Y | +1.5% | -16.2% | +17.7% | +2.6% |
| 3Y | +21.6% | -24.2% | +45.8% | +22.6% |
| 5Y | +23.5% | -6.6% | +30.1% | +14.3% |
| 10Y | +178.9% | +16.3% | +162.6% | +118.6% |
| All | +178.9% | +12.0% | +167.0% | +118.6% |
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