+65.3%
CVS vs MOS
-29.5%
+94.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.6% |
| 7D | +4.0% | +9.5% | -5.6% | +2.8% |
| 30D | -2.4% | +10.4% | -12.8% | -3.6% |
| 3M | +2.7% | +12.9% | -10.2% | +0.8% |
| 6M | +21.9% | +1.2% | +20.6% | +20.8% |
| YTD | +24.7% | +9.3% | +15.4% | +21.7% |
| 1Y | +35.4% | -18.0% | +53.4% | +37.7% |
| All | +65.3% | -29.5% | +94.8% | +67.8% |
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 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