+217.6%
CB vs MOS
+5.8%
+211.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -2.2% |
| 7D | +0.5% | +9.5% | -9.0% | -1.2% |
| 30D | -3.1% | +10.4% | -13.5% | -5.0% |
| 3M | +9.0% | +12.9% | -3.9% | +5.8% |
| 6M | +2.9% | +1.2% | +1.6% | +1.2% |
| YTD | +10.1% | +9.3% | +0.8% | +6.3% |
| 1Y | +22.8% | -18.0% | +40.8% | +25.1% |
| 3Y | +73.8% | -29.0% | +102.8% | +77.9% |
| 5Y | +99.2% | -9.6% | +108.8% | +82.2% |
| All | +217.6% | +5.8% | +211.8% | +142.5% |
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