+31.0%
CAVA vs MOS
-31.5%
+62.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.6% | +0.5% | -3.4% |
| 7D | -4.4% | -2.6% | -1.9% | -4.0% |
| 30D | +8.2% | +13.5% | -5.2% | +5.9% |
| 3M | -17.4% | -2.9% | -14.5% | -17.5% |
| 6M | -25.7% | -1.0% | -24.7% | -26.2% |
| YTD | -2.3% | -7.2% | +4.9% | -3.4% |
| 1Y | +17.6% | -11.4% | +29.0% | +17.2% |
| 3Y | +84.6% | -29.0% | +113.6% | +80.3% |
| All | +31.0% | -31.5% | +62.5% | +35.7% |
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