-9.6%
MOS vs CF
+227.0%
-236.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.2% | +4.6% | +3.7% |
| 7D | +9.5% | +6.0% | +3.5% | +5.0% |
| 30D | +10.4% | +14.8% | -4.4% | -0.1% |
| 3M | +12.9% | +14.1% | -1.2% | +1.7% |
| 6M | +1.2% | +28.5% | -27.3% | -21.1% |
| YTD | +9.3% | +74.9% | -65.6% | -33.7% |
| 1Y | -18.0% | +61.7% | -79.7% | -46.9% |
| 3Y | -29.0% | +80.3% | -109.4% | -59.6% |
| All | -9.6% | +227.0% | -236.6% | -66.0% |
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