-6.3%
MOS vs CG
+278.5%
-284.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.3% |
| 7D | -2.0% | +0.2% | -2.1% | -2.1% |
| 30D | +15.3% | +11.2% | +4.1% | +9.9% |
| 3M | +1.5% | -22.1% | +23.6% | +12.1% |
| 6M | -2.0% | -17.9% | +15.9% | +4.9% |
| YTD | -6.5% | -31.3% | +24.8% | +5.9% |
| 1Y | -11.1% | -24.0% | +12.9% | -4.0% |
| 3Y | -30.3% | +45.0% | -75.2% | -50.2% |
| 5Y | -33.5% | -22.6% | -10.9% | -37.0% |
| All | -6.3% | +278.5% | -284.8% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling