+1,235.1%
CDNS vs MOS
+3.2%
+1,231.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.4% | -1.6% |
| 7D | +2.4% | +24.8% | -22.4% | -1.6% |
| 30D | -6.0% | +22.7% | -28.7% | -9.5% |
| 3M | -0.1% | -1.2% | +1.1% | -0.6% |
| 6M | -8.6% | +5.5% | -14.1% | -10.5% |
| YTD | +6.1% | -2.0% | +8.1% | +4.2% |
| 1Y | +0.8% | -7.9% | +8.8% | 0.0% |
| 3Y | +26.8% | -25.0% | +51.8% | +27.9% |
| 5Y | +86.9% | -27.7% | +114.6% | +83.4% |
| 10Y | +1,235.1% | -1.6% | +1,236.7% | +989.6% |
| All | +1,235.1% | +3.2% | +1,231.9% | +989.6% |
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