-15.4%
CAG vs MOS
-15.9%
+0.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.1% | -1.7% |
| 7D | -5.3% | +7.1% | -12.3% | -5.9% |
| 30D | +1.0% | +15.0% | -14.1% | -0.6% |
| 3M | +17.4% | +24.1% | -6.7% | +14.5% |
| 6M | -16.8% | +2.7% | -19.5% | -18.3% |
| YTD | -6.8% | +12.2% | -19.0% | -9.0% |
| 1Y | -15.4% | -16.3% | +0.9% | -17.9% |
| All | -15.4% | -15.9% | +0.5% | -17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling