+1,199.9%
CDNS vs MOS
-1.8%
+1,201.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -0.1% | +5.5% | -5.5% | -1.0% |
| 30D | -5.5% | +21.0% | -26.5% | -8.8% |
| 3M | +0.5% | -0.5% | +1.0% | -0.1% |
| 6M | -9.6% | +6.6% | -16.2% | -11.7% |
| YTD | +5.3% | -2.8% | +8.1% | +3.6% |
| 1Y | +3.4% | -8.1% | +11.4% | +2.5% |
| 3Y | +25.9% | -25.6% | +51.5% | +27.2% |
| 5Y | +85.8% | -29.8% | +115.5% | +83.3% |
| 10Y | +1,199.9% | +0.6% | +1,199.3% | +957.6% |
| All | +1,199.9% | -1.8% | +1,201.7% | +957.6% |
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