+37.4%
CAVA vs MOS
-17.2%
+54.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.7% | -1.4% |
| 7D | -1.5% | +7.1% | -8.6% | -2.6% |
| 30D | -3.7% | +15.0% | -18.7% | -6.0% |
| 3M | -18.3% | +24.1% | -42.4% | -21.4% |
| 6M | -23.5% | +2.7% | -26.2% | -24.7% |
| YTD | +2.5% | +12.2% | -9.7% | -1.4% |
| 1Y | -8.0% | -16.3% | +8.3% | -7.2% |
| 3Y | +53.5% | -23.3% | +76.8% | +48.7% |
| All | +37.4% | -17.2% | +54.6% | +38.5% |
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