+8.2%
MOS vs CF
+569.3%
-561.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.2% | +4.6% | +3.9% |
| 7D | +9.5% | +6.0% | +3.5% | +4.6% |
| 30D | +10.4% | +14.8% | -4.4% | -1.2% |
| 3M | +12.9% | +14.1% | -1.2% | +0.5% |
| 6M | +1.2% | +28.5% | -27.3% | -22.5% |
| YTD | +9.3% | +74.9% | -65.6% | -35.4% |
| 1Y | -18.0% | +61.7% | -79.7% | -48.2% |
| 3Y | -29.0% | +80.3% | -109.4% | -60.6% |
| 5Y | -9.6% | +226.0% | -235.6% | -69.8% |
| All | +8.2% | +569.3% | -561.2% | -77.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling