-23.1%
MOS vs CGNX
+44.3%
-67.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | +1.7% | +3.2% | -1.6% | +1.2% |
| 30D | +11.7% | -3.7% | +15.4% | +12.1% |
| 3M | +23.2% | +1.0% | +22.1% | +22.2% |
| 6M | -1.6% | +22.1% | -23.7% | -5.4% |
| YTD | +10.8% | +72.7% | -61.9% | -1.7% |
| 1Y | -16.2% | +40.4% | -56.6% | -22.3% |
| All | -23.1% | +44.3% | -67.4% | -34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling