+59.0%
MOS vs CAKE
+4,076.7%
-4,017.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.6% | +1.3% |
| 7D | +24.8% | -1.0% | +25.8% | +25.1% |
| 30D | +22.7% | +0.6% | +22.1% | +22.4% |
| 3M | -1.2% | -1.6% | +0.4% | -1.3% |
| 6M | +5.5% | +78.3% | -72.8% | -8.2% |
| YTD | -2.0% | +118.8% | -120.8% | -19.3% |
| 1Y | -7.9% | +140.3% | -148.3% | -25.8% |
| 3Y | -25.0% | +280.3% | -305.2% | -46.6% |
| 5Y | -27.7% | +171.9% | -199.7% | -46.5% |
| 10Y | -1.6% | +135.1% | -136.6% | -31.8% |
| All | +59.0% | +4,076.7% | -4,017.7% | -22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling