+32.1%
CVS vs MOS
-26.6%
+58.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.1% |
| 7D | -7.1% | +21.6% | -28.7% | -8.2% |
| 30D | -4.0% | +12.0% | -15.9% | -4.3% |
| 3M | -12.2% | -3.9% | -8.3% | -11.2% |
| 6M | -2.2% | -3.3% | +1.1% | -1.4% |
| YTD | +8.9% | -4.6% | +13.5% | +8.9% |
| 1Y | +9.9% | -7.0% | +16.8% | +10.0% |
| 3Y | +32.1% | -24.4% | +56.5% | +35.3% |
| All | +32.1% | -26.6% | +58.7% | +35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling