+46.7%
CDE vs MOS
-17.6%
+64.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.9% | +2.2% |
| 7D | -2.0% | +1.7% | -3.6% | -2.8% |
| 30D | +15.7% | +11.7% | +4.0% | +9.7% |
| 3M | +30.5% | +23.2% | +7.3% | +17.7% |
| 6M | -7.4% | -1.6% | -5.7% | -8.8% |
| YTD | +17.9% | +10.8% | +7.1% | +12.5% |
| 1Y | +46.7% | -16.2% | +62.9% | +53.8% |
| All | +46.7% | -17.6% | +64.3% | +53.8% |
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