-4.1%
MOS vs CART
+40.3%
-44.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +1.6% | +15.8% | +17.5% |
| 7D | +17.9% | +1.4% | +16.6% | +18.0% |
| 30D | +1.6% | +29.7% | -28.1% | +4.3% |
| 3M | -4.0% | +29.7% | -33.7% | -1.3% |
| 6M | -4.1% | +36.8% | -40.9% | +0.3% |
| All | -4.1% | +40.3% | -44.4% | +0.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling