-34.2%
MOS vs CG
+351.2%
-385.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +2.1% |
| 7D | +9.5% | -4.3% | +13.9% | +11.4% |
| 30D | +10.4% | -5.1% | +15.5% | +12.3% |
| 3M | +12.9% | +8.7% | +4.2% | +8.2% |
| 6M | +1.2% | -9.2% | +10.5% | +3.4% |
| YTD | +9.3% | -18.9% | +28.2% | +15.6% |
| 1Y | -18.0% | -25.6% | +7.7% | -10.5% |
| 3Y | -29.0% | +57.3% | -86.3% | -48.2% |
| 5Y | -9.6% | +10.2% | -19.7% | -26.3% |
| 10Y | +6.1% | +364.2% | -358.2% | -53.2% |
| All | -34.2% | +351.2% | -385.4% | -70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling