+8.6%
CARR vs MOS
-25.5%
+34.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.8% |
| 7D | +1.6% | +9.5% | -8.0% | 0.0% |
| 30D | -8.7% | +10.4% | -19.2% | -10.4% |
| 3M | -12.6% | +12.9% | -25.5% | -14.8% |
| 6M | -1.5% | +1.2% | -2.8% | -3.0% |
| YTD | +14.3% | +9.3% | +5.0% | +10.8% |
| 1Y | -4.6% | -18.0% | +13.4% | -2.5% |
| All | +8.6% | -25.5% | +34.2% | +5.9% |
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