-9.6%
MOS vs CFG
+101.4%
-110.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +9.5% | +1.5% | +8.0% | +8.9% |
| 30D | +10.4% | -3.8% | +14.3% | +11.9% |
| 3M | +12.9% | +11.5% | +1.4% | +7.7% |
| 6M | +1.2% | +19.2% | -17.9% | -6.3% |
| YTD | +9.3% | +23.7% | -14.4% | -0.9% |
| 1Y | -18.0% | +38.8% | -56.8% | -29.2% |
| 3Y | -29.0% | +178.9% | -207.9% | -57.4% |
| All | -9.6% | +101.4% | -110.9% | -44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling