-32.2%
MOS vs CF
+125.5%
-157.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +6.2% | -2.9% | -0.9% |
| 7D | +22.5% | +0.4% | +22.1% | +21.2% |
| 30D | +6.6% | +2.2% | +4.4% | +4.3% |
| 3M | -3.8% | +2.1% | -5.9% | -6.4% |
| 6M | -2.2% | -6.5% | +4.3% | -1.0% |
| YTD | -4.8% | +55.6% | -60.3% | -37.8% |
| 1Y | -11.7% | +42.3% | -54.0% | -38.0% |
| 3Y | -26.5% | +55.7% | -82.3% | -53.7% |
| 5Y | -32.2% | +122.4% | -154.6% | -64.4% |
| All | -32.2% | +125.5% | -157.7% | -64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling