+598.9%
CAG vs MOS
+123.1%
+475.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.9% | -1.8% |
| 7D | +5.8% | +21.6% | -15.8% | +3.9% |
| 30D | +16.4% | +12.0% | +4.4% | +15.0% |
| 3M | +3.8% | -3.9% | +7.7% | +4.0% |
| 6M | +10.8% | -3.3% | +14.1% | +10.7% |
| YTD | -5.8% | -4.6% | -1.2% | -6.1% |
| 1Y | -2.4% | -7.0% | +4.6% | -2.6% |
| 3Y | -33.4% | -24.4% | -9.0% | -33.0% |
| 5Y | -39.4% | -32.1% | -7.3% | -39.7% |
| 10Y | -37.5% | +10.3% | -47.8% | -43.2% |
| All | +598.9% | +123.1% | +475.8% | +388.4% |
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