+7.6%
MOS vs CFG
+242.7%
-235.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.7% |
| 7D | +21.6% | -0.9% | +22.5% | +22.3% |
| 30D | +12.0% | +1.1% | +10.9% | +11.3% |
| 3M | -3.9% | -12.0% | +8.1% | +2.9% |
| 6M | -3.3% | -2.2% | -1.1% | -3.0% |
| YTD | -4.6% | +11.4% | -16.1% | -12.2% |
| 1Y | -7.0% | +27.8% | -34.8% | -21.0% |
| 3Y | -24.4% | +173.3% | -197.7% | -62.2% |
| 5Y | -32.1% | +62.4% | -94.5% | -55.4% |
| All | +7.6% | +242.7% | -235.1% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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