+156.8%
MOS vs CGNX
+12,469.7%
-12,312.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.7% | +2.6% |
| 7D | +7.1% | +3.6% | +3.5% | +6.4% |
| 30D | +15.0% | -6.8% | +21.9% | +16.2% |
| 3M | +24.1% | -0.1% | +24.2% | +23.3% |
| 6M | +2.7% | +26.2% | -23.5% | -2.5% |
| YTD | +12.2% | +73.7% | -61.5% | -1.3% |
| 1Y | -16.3% | +40.4% | -56.7% | -23.7% |
| 3Y | -23.3% | +46.1% | -69.4% | -32.2% |
| 5Y | -4.2% | -25.6% | +21.5% | -6.1% |
| 10Y | +12.6% | +171.3% | -158.7% | -13.1% |
| All | +156.8% | +12,469.7% | -12,312.9% | +9.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling