-24.5%
MOS vs CART
+111.7%
-136.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.4% | +5.7% | +3.5% |
| 7D | +22.5% | +1.2% | +21.3% | +22.4% |
| 30D | +6.6% | +27.1% | -20.5% | +4.5% |
| 3M | -3.8% | +27.4% | -31.2% | -6.0% |
| 6M | -2.2% | +32.1% | -34.3% | -4.9% |
| YTD | -4.8% | +28.5% | -33.3% | -7.2% |
| 1Y | -11.7% | +58.8% | -70.5% | -16.7% |
| All | -24.5% | +111.7% | -136.2% | -34.8% |
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