+436.5%
CARR vs MOS
+331.4%
+105.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.6% |
| 7D | +3.2% | +7.1% | -3.8% | +1.6% |
| 30D | -7.7% | +15.0% | -22.7% | -10.7% |
| 3M | -11.9% | +24.1% | -36.0% | -16.7% |
| 6M | +2.0% | +2.7% | -0.7% | -0.1% |
| YTD | +13.2% | +12.2% | +1.0% | +8.2% |
| 1Y | -8.5% | -16.3% | +7.8% | -6.8% |
| 3Y | +5.0% | -23.3% | +28.3% | +6.3% |
| 5Y | +12.0% | -4.2% | +16.1% | -2.7% |
| All | +436.5% | +331.4% | +105.1% | +170.1% |
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