+5,887.0%
CDNS vs MOS
+155.8%
+5,731.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.4% | -5.4% | -4.3% |
| 7D | -14.0% | +9.5% | -23.5% | -16.1% |
| 30D | -13.2% | +10.4% | -23.6% | -15.5% |
| 3M | -28.9% | +12.9% | -41.8% | -31.6% |
| 6M | -4.2% | +1.2% | -5.4% | -6.2% |
| YTD | -6.4% | +9.3% | -15.7% | -10.5% |
| 1Y | -16.2% | -18.0% | +1.8% | -14.4% |
| 3Y | +20.2% | -29.0% | +49.2% | +23.8% |
| 5Y | +76.6% | -9.6% | +86.2% | +61.8% |
| 10Y | +1,029.7% | +6.1% | +1,023.6% | +764.4% |
| All | +5,887.0% | +155.8% | +5,731.2% | +1,984.5% |
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 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