-39.5%
MOS vs CFG
+365.8%
-405.3%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +2.4% | +15.0% | +16.1% |
| 7D | +17.9% | +1.8% | +16.2% | +17.0% |
| 30D | +1.6% | +3.3% | -1.7% | -0.1% |
| 3M | -4.0% | -9.8% | +5.9% | +1.3% |
| 6M | -4.1% | +5.2% | -9.3% | -7.5% |
| YTD | -7.8% | +16.1% | -23.9% | -16.7% |
| 1Y | -15.6% | +33.7% | -49.2% | -29.7% |
| 3Y | -28.9% | +181.2% | -210.1% | -64.1% |
| 5Y | -36.8% | +69.1% | -105.9% | -58.8% |
| 10Y | +6.7% | +264.3% | -257.6% | -58.8% |
| All | -39.5% | +365.8% | -405.3% | -78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling