-5.9%
CNC vs MOS
-32.4%
+26.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.1% | -6.1% | -6.0% |
| 7D | +1.9% | +21.6% | -19.7% | -0.6% |
| 30D | +7.3% | +12.0% | -4.7% | +5.6% |
| 3M | +8.6% | -3.9% | +12.5% | +8.5% |
| 6M | +26.0% | -3.3% | +29.4% | +25.5% |
| YTD | +69.5% | -4.6% | +74.1% | +67.9% |
| 1Y | +88.0% | -7.0% | +95.0% | +86.6% |
| 3Y | -2.9% | -24.4% | +21.5% | -3.0% |
| All | -5.9% | -32.4% | +26.5% | -11.4% |
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