+65.0%
CNQ vs MOS
-21.7%
+86.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.4% |
| 7D | +0.1% | -1.7% | +1.8% | +0.4% |
| 30D | +6.2% | +12.4% | -6.2% | +4.5% |
| 3M | +12.4% | +20.5% | -8.1% | +8.8% |
| 6M | +9.0% | -12.0% | +21.0% | +13.0% |
| YTD | +52.2% | +7.4% | +44.8% | +48.3% |
| 1Y | +65.0% | -22.5% | +87.5% | +78.1% |
| All | +65.0% | -21.7% | +86.7% | +78.1% |
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