-4.2%
MOS vs CAKE
+168.2%
-172.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +3.0% | +2.7% |
| 7D | +7.1% | -1.1% | +8.1% | +7.3% |
| 30D | +15.0% | +0.4% | +14.6% | +14.9% |
| 3M | +24.1% | +59.9% | -35.8% | +12.8% |
| 6M | +2.7% | +75.1% | -72.3% | -8.9% |
| YTD | +12.2% | +115.0% | -102.8% | -5.4% |
| 1Y | -16.3% | +81.6% | -97.9% | -26.8% |
| 3Y | -23.3% | +279.1% | -302.4% | -44.5% |
| 5Y | -4.2% | +170.6% | -174.8% | -28.4% |
| All | -4.2% | +168.2% | -172.4% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling