+179.0%
CAH vs MOS
-26.6%
+205.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.3% | +1.4% |
| 7D | +8.5% | +21.6% | -13.1% | +7.5% |
| 30D | +17.0% | +12.0% | +5.1% | +16.3% |
| 3M | +14.6% | -3.9% | +18.5% | +14.5% |
| 6M | +42.5% | -3.3% | +45.9% | +42.3% |
| YTD | +33.5% | -4.6% | +38.1% | +33.0% |
| 1Y | +38.5% | -7.0% | +45.5% | +38.1% |
| 3Y | +179.0% | -24.4% | +203.4% | +186.9% |
| All | +179.0% | -26.6% | +205.6% | +186.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling