+62.8%
CNQ vs MOS
-16.2%
+79.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +17.4% | -24.8% | -8.0% |
| 7D | -9.4% | +17.9% | -27.4% | -10.1% |
| 30D | +2.8% | +1.6% | +1.2% | +3.8% |
| 3M | +8.5% | -4.0% | +12.5% | +10.5% |
| 6M | +6.4% | -4.1% | +10.5% | +8.2% |
| YTD | +50.9% | -7.8% | +58.7% | +52.5% |
| 1Y | +62.8% | -15.6% | +78.4% | +69.9% |
| All | +62.8% | -16.2% | +79.0% | +69.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling