+4,765.6%
CNC vs MOS
+125.9%
+4,639.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.1% | -6.1% | -6.0% |
| 7D | +1.9% | +21.6% | -19.7% | -1.6% |
| 30D | +7.3% | +12.0% | -4.7% | +5.1% |
| 3M | +8.6% | -3.9% | +12.5% | +8.9% |
| 6M | +26.0% | -3.3% | +29.4% | +25.6% |
| YTD | +69.5% | -4.6% | +74.1% | +68.0% |
| 1Y | +88.0% | -7.0% | +95.0% | +86.8% |
| 3Y | -2.9% | -24.4% | +21.5% | -2.1% |
| 5Y | -6.0% | -32.1% | +26.1% | -7.1% |
| 10Y | +126.4% | +10.3% | +116.1% | +87.1% |
| All | +4,765.6% | +125.9% | +4,639.6% | +2,282.9% |
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