+30.1%
CB vs MOS
-11.3%
+41.5%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +0.2% | +21.6% | -21.3% | +0.1% |
| 30D | +9.1% | +12.0% | -2.9% | +8.9% |
| 3M | +3.4% | -3.9% | +7.3% | +3.1% |
| 6M | +14.1% | -3.3% | +17.4% | +14.1% |
| YTD | +18.0% | -4.6% | +22.7% | +17.1% |
| 1Y | +30.1% | -7.0% | +37.1% | +28.2% |
| All | +30.1% | -11.3% | +41.5% | +28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling