+386.1%
CARR vs MOS
+273.4%
+112.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +1.4% |
| 7D | -3.3% | +19.7% | -23.0% | -7.4% |
| 30D | -3.6% | +21.5% | -25.1% | -8.1% |
| 3M | -16.3% | -0.4% | -15.9% | -16.9% |
| 6M | -19.6% | +4.5% | -24.1% | -21.4% |
| YTD | +2.5% | -2.9% | +5.4% | +0.7% |
| 1Y | -5.8% | -7.7% | +1.9% | -6.6% |
| 3Y | +10.2% | -25.6% | +35.8% | +11.9% |
| 5Y | +4.7% | -31.2% | +35.8% | -0.2% |
| All | +386.1% | +273.4% | +112.7% | +151.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling