-28.5%
MOS vs CART
+21.6%
-50.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.5% |
| 7D | +9.5% | +1.0% | +8.5% | +9.4% |
| 30D | +10.4% | +12.6% | -2.2% | +8.9% |
| 3M | +12.9% | +23.1% | -10.2% | +10.1% |
| 6M | +1.2% | +39.5% | -38.3% | -3.5% |
| YTD | +9.3% | +13.5% | -4.2% | +7.3% |
| 1Y | -18.0% | +14.9% | -32.8% | -20.0% |
| All | -28.5% | +21.6% | -50.1% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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