+231.7%
CTVA vs MOS
+36.2%
+195.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.3% |
| 7D | +4.9% | +9.5% | -4.6% | +1.7% |
| 30D | +11.9% | +10.4% | +1.5% | +8.0% |
| 3M | +13.7% | +12.9% | +0.8% | +8.2% |
| 6M | +13.1% | +1.2% | +11.9% | +10.5% |
| YTD | +32.0% | +9.3% | +22.6% | +25.0% |
| 1Y | +22.1% | -18.0% | +40.0% | +27.2% |
| 3Y | +77.5% | -29.0% | +106.5% | +88.8% |
| 5Y | +106.3% | -9.6% | +115.9% | +87.2% |
| All | +231.7% | +36.2% | +195.4% | +137.4% |
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