+47.7%
CI vs MOS
-32.4%
+80.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.8% | -2.6% |
| 7D | -1.6% | +21.6% | -23.1% | -3.9% |
| 30D | +5.4% | +12.0% | -6.6% | +3.8% |
| 3M | +7.3% | -3.9% | +11.1% | +7.4% |
| 6M | +5.3% | -3.3% | +8.6% | +5.0% |
| YTD | +8.5% | -4.6% | +13.1% | +7.6% |
| 1Y | +17.1% | -7.0% | +24.1% | +16.4% |
| 3Y | +1.4% | -24.4% | +25.8% | +2.0% |
| All | +47.7% | -32.4% | +80.1% | +40.3% |
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