+90.9%
CNC vs MOS
+11.1%
+79.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.6% | -6.3% | -4.1% |
| 7D | -1.0% | +7.1% | -8.1% | -2.2% |
| 30D | -1.8% | +15.0% | -16.9% | -4.2% |
| 3M | -0.7% | +24.1% | -24.8% | -4.7% |
| 6M | +47.9% | +2.7% | +45.2% | +45.6% |
| YTD | +56.9% | +12.2% | +44.8% | +51.7% |
| 1Y | +123.9% | -16.3% | +140.2% | +127.4% |
| 3Y | -1.3% | -23.3% | +22.0% | -0.5% |
| 5Y | +2.8% | -4.2% | +6.9% | -5.9% |
| 10Y | +90.9% | +12.6% | +78.3% | +50.3% |
| All | +90.9% | +11.1% | +79.8% | +50.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling