+41.1%
CVS vs MOS
-15.9%
+57.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -0.8% |
| 7D | -1.6% | +7.1% | -8.6% | -1.9% |
| 30D | +0.4% | +15.0% | -14.7% | -0.3% |
| 3M | -0.4% | +24.1% | -24.5% | -1.8% |
| 6M | +25.1% | +2.7% | +22.4% | +24.7% |
| YTD | +23.9% | +12.2% | +11.7% | +22.0% |
| 1Y | +41.1% | -16.3% | +57.4% | +39.9% |
| All | +41.1% | -15.9% | +57.0% | +39.9% |
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