+63.9%
CTVA vs MOS
-26.6%
+90.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +2.2% | +21.6% | -19.4% | -3.6% |
| 30D | -17.6% | +12.0% | -29.6% | -20.5% |
| 3M | +3.4% | -3.9% | +7.3% | +4.1% |
| 6M | -2.6% | -3.3% | +0.7% | -2.7% |
| YTD | +19.1% | -4.6% | +23.8% | +17.7% |
| 1Y | +26.8% | -7.0% | +33.8% | +25.9% |
| 3Y | +63.9% | -24.4% | +88.3% | +69.5% |
| All | +63.9% | -26.6% | +90.5% | +69.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling