-31.2%
MOS vs CAKE
+174.8%
-206.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.9% | -2.1% | +1.1% |
| 7D | +19.7% | -1.8% | +21.4% | +20.1% |
| 30D | +21.5% | +2.3% | +19.2% | +20.9% |
| 3M | -0.4% | +3.9% | -4.4% | -1.4% |
| 6M | +4.5% | +81.4% | -76.8% | -7.4% |
| YTD | -2.9% | +122.5% | -125.4% | -18.5% |
| 1Y | -7.7% | +138.1% | -145.8% | -23.7% |
| 3Y | -25.6% | +288.0% | -313.7% | -46.0% |
| 5Y | -31.2% | +174.9% | -206.0% | -49.1% |
| All | -31.2% | +174.8% | -206.0% | -49.1% |
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 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