+70.0%
MOS vs CF
+4,965.4%
-4,895.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | -4.4% | +21.8% | +20.7% |
| 7D | +17.9% | -6.9% | +24.8% | +23.4% |
| 30D | +1.6% | -3.7% | +5.3% | +3.7% |
| 3M | -4.0% | -5.0% | +1.0% | -1.7% |
| 6M | -4.1% | -10.5% | +6.4% | 0.0% |
| YTD | -7.8% | +46.5% | -54.3% | -36.4% |
| 1Y | -15.6% | +34.8% | -50.4% | -37.9% |
| 3Y | -28.9% | +46.7% | -75.5% | -52.3% |
| 5Y | -36.8% | +112.0% | -148.8% | -68.3% |
| 10Y | +6.7% | +529.7% | -523.0% | -76.6% |
| All | +70.0% | +4,965.4% | -4,895.4% | -87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling