-32.8%
MOS vs CG
-22.2%
-10.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +21.6% | -1.2% | +22.8% | +22.0% |
| 30D | +12.0% | +5.0% | +6.9% | +10.2% |
| 3M | -3.9% | -18.2% | +14.3% | +1.2% |
| 6M | -3.3% | -20.7% | +17.4% | +2.3% |
| YTD | -4.6% | -31.4% | +26.8% | +4.2% |
| 1Y | -7.0% | -22.3% | +15.3% | -2.7% |
| 3Y | -24.4% | +50.2% | -74.6% | -42.2% |
| All | -32.8% | -22.2% | -10.6% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling