+57.2%
CVS vs MOS
+3.2%
+54.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.0% | +3.4% | +4.3% |
| 7D | -2.6% | +24.8% | -27.4% | -6.4% |
| 30D | +4.0% | +22.7% | -18.6% | +0.2% |
| 3M | -6.3% | -1.2% | -5.1% | -6.7% |
| 6M | -0.4% | +5.5% | -5.9% | -2.4% |
| YTD | +15.6% | -2.0% | +17.6% | +13.6% |
| 1Y | +18.3% | -7.9% | +26.3% | +17.4% |
| 3Y | +47.3% | -25.0% | +72.2% | +48.4% |
| 5Y | +13.2% | -27.7% | +40.9% | +10.0% |
| 10Y | +57.2% | -1.6% | +58.7% | +31.4% |
| All | +57.2% | +3.2% | +54.0% | +31.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling