-24.6%
MOS vs CAI
-8.1%
-16.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.7% |
| 7D | +7.1% | +0.2% | +6.9% | +7.0% |
| 30D | +15.0% | +9.1% | +5.9% | +14.3% |
| 3M | +24.1% | +53.8% | -29.7% | +21.0% |
| 6M | +2.7% | +33.5% | -30.8% | +0.5% |
| YTD | +12.2% | -8.0% | +20.2% | +11.3% |
| 1Y | -16.3% | -28.7% | +12.4% | -16.0% |
| All | -24.6% | -8.1% | -16.6% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CAI 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling