+153.6%
CNC vs MOS
+6.2%
+147.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.6% | -2.0% |
| 7D | +3.0% | +19.7% | -16.6% | -0.2% |
| 30D | +4.9% | +21.5% | -16.6% | +1.2% |
| 3M | +4.2% | -0.4% | +4.6% | +3.8% |
| 6M | +22.5% | +4.5% | +17.9% | +20.4% |
| YTD | +66.6% | -2.9% | +69.5% | +64.3% |
| 1Y | +82.5% | -7.7% | +90.2% | +81.4% |
| 3Y | -4.1% | -25.6% | +21.6% | -3.2% |
| 5Y | -8.3% | -31.2% | +22.8% | -10.8% |
| 10Y | +153.6% | +2.8% | +150.8% | +102.7% |
| All | +153.6% | +6.2% | +147.5% | +102.7% |
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