+6,270.2%
CDNS vs MOS
+122.8%
+6,147.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +3.3% | -8.8% | -6.3% |
| 7D | -9.1% | +22.5% | -31.6% | -14.0% |
| 30D | -13.4% | +6.6% | -20.0% | -15.2% |
| 3M | -7.6% | -3.8% | -3.8% | -7.8% |
| 6M | -11.9% | -2.2% | -9.7% | -13.1% |
| YTD | -0.4% | -4.8% | +4.4% | -2.3% |
| 1Y | -4.9% | -11.7% | +6.8% | -5.3% |
| 3Y | +24.8% | -26.5% | +51.3% | +26.7% |
| 5Y | +75.0% | -32.2% | +107.2% | +72.1% |
| 10Y | +1,149.2% | +10.2% | +1,139.0% | +835.8% |
| All | +6,270.2% | +122.8% | +6,147.3% | +2,176.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling