+2.8%
MOS vs CG
+320.1%
-317.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.6% | -4.7% | -0.9% |
| 7D | +19.7% | +3.0% | +16.6% | +18.1% |
| 30D | +21.5% | +10.1% | +11.4% | +16.2% |
| 3M | -0.4% | -10.8% | +10.4% | +3.6% |
| 6M | +4.5% | -15.2% | +19.8% | +10.4% |
| YTD | -2.9% | -26.9% | +24.0% | +7.2% |
| 1Y | -7.7% | -17.0% | +9.3% | -4.2% |
| 3Y | -25.6% | +54.6% | -80.3% | -48.4% |
| 5Y | -31.2% | -16.7% | -14.4% | -36.9% |
| 10Y | +2.8% | +320.1% | -317.3% | -61.0% |
| All | +2.8% | +320.1% | -317.3% | -61.0% |
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