+11.7%
MOS vs CGNX
+193.6%
-181.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.1% | -4.9% | -2.0% |
| 7D | -1.7% | +3.2% | -4.9% | -2.6% |
| 30D | +12.4% | +6.0% | +6.4% | +10.2% |
| 3M | +20.5% | +3.5% | +16.9% | +17.8% |
| 6M | -12.0% | +26.3% | -38.3% | -19.2% |
| YTD | +7.4% | +79.2% | -71.8% | -14.3% |
| 1Y | -22.5% | +43.8% | -66.3% | -34.1% |
| 3Y | -25.5% | +52.0% | -77.4% | -40.9% |
| 5Y | -10.1% | -24.0% | +13.9% | -12.1% |
| All | +11.7% | +193.6% | -181.9% | -26.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling