+5,599.1%
CNQ vs MOS
+171.1%
+5,428.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.8% | -0.2% |
| 7D | -1.8% | +7.1% | -8.8% | -4.6% |
| 30D | +11.8% | +15.0% | -3.2% | +5.1% |
| 3M | +11.1% | +24.1% | -13.0% | -0.3% |
| 6M | +12.1% | +2.7% | +9.4% | +6.9% |
| YTD | +53.4% | +12.2% | +41.2% | +40.3% |
| 1Y | +71.4% | -16.3% | +87.7% | +76.3% |
| 3Y | +75.8% | -23.3% | +99.1% | +80.3% |
| 5Y | +286.0% | -4.2% | +290.2% | +241.4% |
| 10Y | +400.8% | +12.6% | +388.2% | +270.3% |
| All | +5,599.1% | +171.1% | +5,428.1% | +3,670.6% |
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