+1,166.2%
CDNS vs MOS
-3.5%
+1,169.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.2% |
| 7D | +1.0% | -2.0% | +2.9% | +1.3% |
| 30D | -2.0% | +15.3% | -17.3% | -4.6% |
| 3M | -0.2% | +1.5% | -1.7% | -1.3% |
| 6M | -8.9% | -2.0% | -6.9% | -9.7% |
| YTD | +3.3% | -6.5% | +9.9% | +2.3% |
| 1Y | +2.2% | -11.1% | +13.3% | +1.9% |
| 3Y | +22.4% | -30.3% | +52.6% | +25.1% |
| 5Y | +78.0% | -33.5% | +111.5% | +77.3% |
| All | +1,166.2% | -3.5% | +1,169.7% | +934.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling