+42.5%
CI vs MOS
-8.7%
+51.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.5% |
| 7D | +1.3% | +9.5% | -8.2% | +0.1% |
| 30D | +4.4% | +10.4% | -6.0% | +3.1% |
| 3M | +0.7% | +12.9% | -12.2% | -1.2% |
| 6M | +0.3% | +1.2% | -0.9% | -0.6% |
| YTD | +3.8% | +9.3% | -5.5% | +1.5% |
| 1Y | -5.5% | -18.0% | +12.5% | -4.1% |
| 3Y | +8.1% | -29.0% | +37.1% | +9.9% |
| All | +42.5% | -8.7% | +51.3% | +25.5% |
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