-6.3%
MOS vs CFG
+216.2%
-222.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.4% |
| 7D | -2.0% | +3.2% | -5.2% | -3.7% |
| 30D | +15.3% | +5.1% | +10.2% | +12.1% |
| 3M | +1.5% | -11.2% | +12.7% | +8.2% |
| 6M | -2.0% | +9.6% | -11.5% | -7.8% |
| YTD | -6.5% | +15.0% | -21.5% | -15.4% |
| 1Y | -11.1% | +29.9% | -40.9% | -25.1% |
| 3Y | -30.3% | +192.1% | -222.3% | -66.4% |
| 5Y | -33.5% | +62.3% | -95.8% | -56.1% |
| All | -6.3% | +216.2% | -222.5% | -64.6% |
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