+1,907.2%
CVS vs MOS
+155.8%
+1,751.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.7% |
| 7D | +4.0% | +9.5% | -5.6% | +2.5% |
| 30D | -2.4% | +10.4% | -12.8% | -4.0% |
| 3M | +2.7% | +12.9% | -10.2% | +0.3% |
| 6M | +21.9% | +1.2% | +20.6% | +20.4% |
| YTD | +24.7% | +9.3% | +15.4% | +21.6% |
| 1Y | +35.4% | -18.0% | +53.4% | +37.4% |
| 3Y | +65.2% | -29.0% | +94.2% | +68.6% |
| 5Y | +30.5% | -9.6% | +40.1% | +24.6% |
| 10Y | +40.4% | +6.1% | +34.3% | +22.0% |
| All | +1,907.2% | +155.8% | +1,751.4% | +1,041.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling