+601.8%
CAG vs MOS
+155.8%
+446.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.0% |
| 7D | -3.8% | +9.5% | -13.3% | -4.6% |
| 30D | +3.1% | +10.4% | -7.3% | +2.2% |
| 3M | +23.5% | +12.9% | +10.6% | +21.9% |
| 6M | -14.8% | +1.2% | -16.1% | -15.4% |
| YTD | -5.4% | +9.3% | -14.8% | -6.7% |
| 1Y | -11.8% | -18.0% | +6.2% | -11.0% |
| 3Y | -36.7% | -29.0% | -7.6% | -35.9% |
| 5Y | -40.3% | -9.6% | -30.7% | -42.0% |
| 10Y | -37.0% | +6.1% | -43.1% | -42.5% |
| All | +601.8% | +155.8% | +446.0% | +385.3% |
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