-68.9%
CBRS vs MOS
+1.8%
-70.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.8% | +6.0% | +7.9% |
| 7D | +0.4% | +19.7% | -19.3% | +0.9% |
| 30D | -41.1% | +21.5% | -62.6% | -41.2% |
| 3M | -57.4% | -0.4% | -56.9% | -57.2% |
| All | -68.9% | +1.8% | -70.7% | -68.9% |
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 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