+18.3%
CVS vs MOS
-7.8%
+26.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.0% | +3.4% | +4.5% |
| 7D | -2.6% | +24.8% | -27.4% | -0.8% |
| 30D | +4.0% | +22.7% | -18.6% | +6.0% |
| 3M | -6.3% | -1.2% | -5.1% | -3.5% |
| 6M | -0.4% | +5.5% | -5.9% | +1.9% |
| YTD | +15.6% | -2.0% | +17.6% | +17.0% |
| 1Y | +18.3% | -7.9% | +26.3% | +19.7% |
| All | +18.3% | -7.8% | +26.1% | +19.7% |
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