+1,599.5%
CVS vs MOS
+122.8%
+1,476.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | +1.2% |
| 7D | -10.0% | +22.5% | -32.5% | -13.2% |
| 30D | -5.2% | +6.6% | -11.9% | -6.8% |
| 3M | -17.4% | -3.8% | -13.6% | -17.6% |
| 6M | +2.1% | -2.2% | +4.3% | +1.1% |
| YTD | +5.6% | -4.8% | +10.4% | +4.3% |
| 1Y | +6.7% | -11.7% | +18.4% | +6.4% |
| 3Y | +29.6% | -26.5% | +56.2% | +30.7% |
| 5Y | +2.5% | -32.2% | +34.7% | +1.7% |
| 10Y | +34.8% | +10.2% | +24.7% | +15.9% |
| All | +1,599.5% | +122.8% | +1,476.7% | +879.4% |
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