+13.0%
CVS vs MOS
-33.6%
+46.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | +6.6% | -2.0% | +8.5% | +6.7% |
| 30D | -0.4% | +15.3% | -15.7% | -2.1% |
| 3M | -5.3% | +1.5% | -6.8% | -5.5% |
| 6M | -7.7% | -2.0% | -5.7% | -7.9% |
| YTD | +16.0% | -6.5% | +22.6% | +15.6% |
| 1Y | +16.2% | -11.1% | +27.3% | +16.4% |
| 3Y | +47.6% | -30.3% | +77.8% | +49.9% |
| All | +13.0% | -33.6% | +46.6% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling