+4,577.2%
CNC vs MOS
+159.0%
+4,418.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.9% | -1.7% |
| 7D | +3.5% | +9.5% | -6.0% | +1.9% |
| 30D | +0.1% | +10.4% | -10.3% | -1.8% |
| 3M | +6.9% | +12.9% | -6.0% | +4.2% |
| 6M | +49.0% | +1.2% | +47.8% | +46.9% |
| YTD | +62.9% | +9.3% | +53.6% | +58.1% |
| 1Y | +134.0% | -18.0% | +152.0% | +138.3% |
| 3Y | +9.4% | -29.0% | +38.4% | +11.6% |
| 5Y | +4.1% | -9.6% | +13.7% | -2.1% |
| 10Y | +95.4% | +6.1% | +89.3% | +63.0% |
| All | +4,577.2% | +159.0% | +4,418.2% | +2,143.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling