+36.0%
CAH vs MOS
-7.8%
+43.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.9% |
| 7D | +9.4% | +24.8% | -15.4% | +8.8% |
| 30D | +16.5% | +22.7% | -6.2% | +15.9% |
| 3M | +17.0% | -1.2% | +18.2% | +16.5% |
| 6M | +51.4% | +5.5% | +45.9% | +50.4% |
| YTD | +36.0% | -2.0% | +37.9% | +36.0% |
| 1Y | +36.0% | -7.9% | +44.0% | +35.6% |
| All | +36.0% | -7.8% | +43.8% | +35.6% |
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