-70.5%
CBRS vs MOS
-3.3%
-67.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +17.4% | -23.5% | -6.1% |
| 7D | -18.4% | +17.9% | -36.3% | -18.5% |
| 30D | -49.4% | +1.6% | -51.0% | -49.5% |
| 3M | -59.6% | -4.0% | -55.6% | -59.5% |
| All | -70.5% | -3.3% | -67.2% | -70.5% |
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 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 · Available span rolling