+4,477.8%
YUM vs MOS
-9.7%
+4,487.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.0% | +0.2% |
| 7D | -4.1% | -2.6% | -1.5% | -3.7% |
| 30D | +8.4% | +13.5% | -5.1% | +5.8% |
| 3M | +6.5% | -2.9% | +9.4% | +6.5% |
| 6M | +5.3% | -1.0% | +6.3% | +4.4% |
| YTD | +6.9% | -7.2% | +14.1% | +6.2% |
| 1Y | +8.7% | -11.4% | +20.1% | +8.8% |
| 3Y | +34.1% | -29.0% | +63.1% | +36.4% |
| 5Y | +39.9% | -34.0% | +73.9% | +38.3% |
| 10Y | +213.6% | -4.0% | +217.6% | +163.2% |
| All | +4,477.8% | -9.7% | +4,487.5% | +2,867.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling