-25.3%
MOS vs CAKE
+275.1%
-300.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +9.5% | -4.0% | +13.5% | +10.3% |
| 30D | +10.4% | +2.4% | +8.0% | +9.9% |
| 3M | +12.9% | +69.0% | -56.1% | +1.6% |
| 6M | +1.2% | +69.3% | -68.0% | -9.2% |
| YTD | +9.3% | +115.8% | -106.5% | -8.7% |
| 1Y | -18.0% | +79.3% | -97.3% | -28.3% |
| All | -25.3% | +275.1% | -300.4% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 3y: compounded portfolio wealth divided by compounded CAKE 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…
3y analysis · Full analysis span regression · 6 months rolling