+4,208.2%
YUM vs MOS
+6.4%
+4,201.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.4% |
| 7D | -2.0% | +9.5% | -11.6% | -3.6% |
| 30D | -1.1% | +10.4% | -11.5% | -2.8% |
| 3M | +1.8% | +12.9% | -11.1% | -0.8% |
| 6M | -4.7% | +1.2% | -6.0% | -6.0% |
| YTD | +0.6% | +9.3% | -8.7% | -2.3% |
| 1Y | +6.4% | -18.0% | +24.4% | +8.1% |
| 3Y | +22.6% | -29.0% | +51.6% | +25.1% |
| 5Y | +26.0% | -9.6% | +35.5% | +18.0% |
| 10Y | +174.6% | +6.1% | +168.6% | +127.3% |
| All | +4,208.2% | +6.4% | +4,201.8% | +2,628.9% |
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