-18.0%
MOS vs CF
+62.4%
-80.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.2% | +4.6% | +2.8% |
| 7D | +9.5% | +6.0% | +3.5% | +6.8% |
| 30D | +10.4% | +14.8% | -4.4% | +4.1% |
| 3M | +12.9% | +14.1% | -1.2% | +6.3% |
| 6M | +1.2% | +28.5% | -27.3% | -17.9% |
| YTD | +9.3% | +74.9% | -65.6% | -33.6% |
| 1Y | -18.0% | +61.7% | -79.7% | -45.7% |
| All | -18.0% | +62.4% | -80.4% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling