+5.6%
CVS vs MOS
-16.2%
+21.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +17.4% | -29.9% | -11.3% |
| 7D | -11.1% | +17.9% | -29.1% | -9.9% |
| 30D | -7.4% | +1.6% | -9.0% | -5.5% |
| 3M | -22.9% | -4.0% | -18.9% | -21.1% |
| 6M | -1.2% | -4.1% | +2.9% | +0.8% |
| YTD | +3.9% | -7.8% | +11.7% | +5.0% |
| 1Y | +5.6% | -15.6% | +21.1% | +5.9% |
| All | +5.6% | -16.2% | +21.8% | +5.9% |
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