+411.8%
CAH vs MOS
-1.8%
+413.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +0.4% |
| 7D | +5.9% | +5.5% | +0.5% | +5.0% |
| 30D | +16.5% | +21.0% | -4.4% | +12.6% |
| 3M | +15.7% | -0.5% | +16.2% | +15.2% |
| 6M | +52.7% | +6.6% | +46.1% | +49.4% |
| YTD | +36.3% | -2.8% | +39.1% | +34.2% |
| 1Y | +36.7% | -8.1% | +44.8% | +35.8% |
| 3Y | +178.2% | -25.6% | +203.7% | +180.4% |
| 5Y | +515.8% | -29.8% | +545.5% | +493.5% |
| 10Y | +411.8% | +0.6% | +411.3% | +308.7% |
| All | +411.8% | -1.8% | +413.6% | +308.7% |
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