-11.1%
MOS vs CG
-25.8%
+14.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.7% |
| 7D | -2.0% | +0.2% | -2.1% | -1.9% |
| 30D | +15.3% | +11.2% | +4.1% | +15.3% |
| 3M | +1.5% | -22.1% | +23.6% | +1.9% |
| 6M | -2.0% | -17.9% | +15.9% | -1.8% |
| YTD | -6.5% | -31.3% | +24.8% | -7.5% |
| 1Y | -11.1% | -24.0% | +12.9% | -14.4% |
| All | -11.1% | -25.8% | +14.8% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling