+77.4%
CDNS vs MOS
-8.7%
+86.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.4% | -5.4% | -4.2% |
| 7D | -14.0% | +9.5% | -23.5% | -15.3% |
| 30D | -13.2% | +10.4% | -23.6% | -14.6% |
| 3M | -28.9% | +12.9% | -41.8% | -30.5% |
| 6M | -4.2% | +1.2% | -5.4% | -5.3% |
| YTD | -6.4% | +9.3% | -15.7% | -8.9% |
| 1Y | -16.2% | -18.0% | +1.8% | -14.5% |
| 3Y | +20.2% | -29.0% | +49.2% | +22.4% |
| All | +77.4% | -8.7% | +86.1% | +61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling