-28.3%
MOS vs CFG
+396.4%
-424.6%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | +9.5% | +1.5% | +8.0% | +8.6% |
| 30D | +10.4% | -3.8% | +14.3% | +12.5% |
| 3M | +12.9% | +11.5% | +1.4% | +5.7% |
| 6M | +1.2% | +19.2% | -17.9% | -9.2% |
| YTD | +9.3% | +23.7% | -14.4% | -4.7% |
| 1Y | -18.0% | +38.8% | -56.8% | -33.2% |
| 3Y | -29.0% | +178.9% | -207.9% | -64.1% |
| 5Y | -9.6% | +101.8% | -111.4% | -47.1% |
| 10Y | +6.1% | +317.3% | -311.2% | -61.7% |
| All | -28.3% | +396.4% | -424.6% | -75.2% |
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 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