+441.9%
CARR vs MOS
+320.3%
+121.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.8% |
| 7D | +1.6% | +9.5% | -8.0% | -0.5% |
| 30D | -8.7% | +10.4% | -19.2% | -10.9% |
| 3M | -12.6% | +12.9% | -25.5% | -15.5% |
| 6M | -1.5% | +1.2% | -2.8% | -3.3% |
| YTD | +14.3% | +9.3% | +5.0% | +10.0% |
| 1Y | -4.6% | -18.0% | +13.4% | -2.3% |
| 3Y | +7.3% | -29.0% | +36.4% | +10.7% |
| 5Y | +11.6% | -9.6% | +21.2% | -1.4% |
| All | +441.9% | +320.3% | +121.6% | +174.4% |
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