-8.1%
MOS vs CAI
-0.4%
-7.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.1% | -0.8% |
| 7D | +5.5% | -26.3% | +31.7% | +6.9% |
| 30D | +21.0% | -17.5% | +38.5% | +21.4% |
| 3M | -0.5% | +5.8% | -6.3% | -2.2% |
| 6M | +6.6% | +53.6% | -47.0% | +3.0% |
| YTD | -2.8% | -9.2% | +6.5% | -6.2% |
| 1Y | -8.1% | -2.7% | -5.4% | -10.5% |
| All | -8.1% | -0.4% | -7.7% | -10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling