+37.2%
CVS vs MOS
+8.6%
+28.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.1% |
| 7D | -7.1% | +21.6% | -28.7% | -10.3% |
| 30D | -4.0% | +12.0% | -15.9% | -6.2% |
| 3M | -12.2% | -3.9% | -8.3% | -12.3% |
| 6M | -2.2% | -3.3% | +1.1% | -2.8% |
| YTD | +8.9% | -4.6% | +13.5% | +7.5% |
| 1Y | +9.9% | -7.0% | +16.8% | +8.7% |
| 3Y | +32.1% | -24.4% | +56.5% | +32.8% |
| 5Y | +5.7% | -32.1% | +37.8% | +3.9% |
| All | +37.2% | +8.6% | +28.6% | +17.8% |
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