-32.2%
MOS vs CFG
+61.9%
-94.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.1% | +6.4% | +4.5% |
| 7D | +22.5% | -2.2% | +24.7% | +23.6% |
| 30D | +6.6% | +0.4% | +6.2% | +6.5% |
| 3M | -3.8% | -12.6% | +8.8% | +1.0% |
| 6M | -2.2% | +0.6% | -2.8% | -3.0% |
| YTD | -4.8% | +12.4% | -17.2% | -10.2% |
| 1Y | -11.7% | +27.7% | -39.4% | -20.9% |
| 3Y | -26.5% | +172.4% | -198.9% | -54.7% |
| 5Y | -32.2% | +64.0% | -96.2% | -51.7% |
| All | -32.2% | +61.9% | -94.1% | -51.7% |
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 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