+408.1%
CAH vs MOS
+3.2%
+404.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.8% |
| 7D | +9.4% | +24.8% | -15.4% | +5.3% |
| 30D | +16.5% | +22.7% | -6.2% | +12.3% |
| 3M | +17.0% | -1.2% | +18.2% | +16.6% |
| 6M | +51.4% | +5.5% | +45.9% | +48.4% |
| YTD | +36.0% | -2.0% | +37.9% | +33.7% |
| 1Y | +36.0% | -7.9% | +44.0% | +35.0% |
| 3Y | +177.5% | -25.0% | +202.5% | +179.3% |
| 5Y | +509.2% | -27.7% | +536.9% | +483.5% |
| 10Y | +408.1% | -1.6% | +409.7% | +304.3% |
| All | +408.1% | +3.2% | +404.9% | +304.3% |
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 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