-18.0%
MOS vs CGNX
+42.4%
-60.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +1.3% |
| 7D | +9.5% | +3.0% | +6.6% | +9.4% |
| 30D | +10.4% | -11.8% | +22.3% | +11.1% |
| 3M | +12.9% | -3.6% | +16.5% | +12.6% |
| 6M | +1.2% | +17.4% | -16.2% | +0.2% |
| YTD | +9.3% | +73.7% | -64.4% | +3.7% |
| 1Y | -18.0% | +41.5% | -59.5% | -15.0% |
| All | -18.0% | +42.4% | -60.4% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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