+104.9%
CB vs MOS
-29.3%
+134.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.2% | +0.4% |
| 7D | -1.0% | +5.5% | -6.5% | -1.6% |
| 30D | +7.3% | +21.0% | -13.6% | +5.0% |
| 3M | +7.0% | -0.5% | +7.5% | +6.7% |
| 6M | +16.3% | +6.6% | +9.8% | +14.7% |
| YTD | +19.7% | -2.8% | +22.5% | +18.5% |
| 1Y | +27.8% | -8.1% | +35.9% | +27.2% |
| 3Y | +72.0% | -25.6% | +97.6% | +72.9% |
| 5Y | +104.9% | -29.8% | +134.6% | +88.4% |
| All | +104.9% | -29.3% | +134.2% | +88.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling