+413.1%
CAH vs MOS
-8.7%
+421.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.7% |
| 7D | +5.4% | +9.5% | -4.1% | +4.6% |
| 30D | +3.3% | +10.4% | -7.1% | +2.5% |
| 3M | +22.8% | +12.9% | +9.9% | +21.3% |
| 6M | +11.3% | +1.2% | +10.0% | +10.7% |
| YTD | +21.1% | +9.3% | +11.8% | +19.4% |
| 1Y | +67.2% | -18.0% | +85.2% | +69.3% |
| 3Y | +195.6% | -29.0% | +224.7% | +200.9% |
| All | +413.1% | -8.7% | +421.8% | +358.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling