-39.0%
CAG vs MOS
+6.2%
-45.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | +0.2% |
| 7D | +4.6% | +19.7% | -15.1% | +2.7% |
| 30D | +14.7% | +21.5% | -6.8% | +12.4% |
| 3M | +2.4% | -0.4% | +2.8% | +2.1% |
| 6M | +10.7% | +4.5% | +6.2% | +9.8% |
| YTD | -5.5% | -2.9% | -2.6% | -6.1% |
| 1Y | -4.6% | -7.7% | +3.1% | -4.8% |
| 3Y | -34.4% | -25.6% | -8.8% | -34.0% |
| 5Y | -39.2% | -31.2% | -8.0% | -39.8% |
| 10Y | -39.0% | +2.8% | -41.8% | -41.8% |
| All | -39.0% | +6.2% | -45.1% | -41.8% |
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