-24.5%
MOS vs CFG
+171.1%
-195.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.1% | +6.4% | +4.2% |
| 7D | +22.5% | -2.2% | +24.7% | +23.3% |
| 30D | +6.6% | +0.4% | +6.2% | +6.6% |
| 3M | -3.8% | -12.6% | +8.8% | -0.2% |
| 6M | -2.2% | +0.6% | -2.8% | -2.8% |
| YTD | -4.8% | +12.4% | -17.2% | -9.0% |
| 1Y | -11.7% | +27.7% | -39.4% | -19.0% |
| All | -24.5% | +171.1% | -195.7% | -48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling