+248.2%
CB vs MOS
+8.6%
+239.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +0.2% | +21.6% | -21.3% | -3.5% |
| 30D | +9.1% | +12.0% | -2.9% | +6.4% |
| 3M | +3.4% | -3.9% | +7.3% | +3.5% |
| 6M | +14.1% | -3.3% | +17.4% | +13.3% |
| YTD | +18.0% | -4.6% | +22.7% | +16.3% |
| 1Y | +30.1% | -7.0% | +37.1% | +28.6% |
| 3Y | +71.8% | -24.4% | +96.2% | +72.1% |
| 5Y | +101.8% | -32.1% | +133.9% | +96.2% |
| All | +248.2% | +8.6% | +239.6% | +152.9% |
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