-10.1%
MOS vs CGNX
-27.6%
+17.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.0% |
| 7D | -0.4% | +1.5% | -1.8% | -0.6% |
| 30D | +10.0% | -1.8% | +11.7% | +10.1% |
| 3M | +28.2% | +5.3% | +22.9% | +25.9% |
| 6M | -3.1% | +22.3% | -25.4% | -7.9% |
| YTD | +7.4% | +72.2% | -64.8% | -7.4% |
| 1Y | -21.8% | +39.8% | -61.7% | -29.4% |
| 3Y | -26.6% | +44.8% | -71.4% | -37.0% |
| 5Y | -10.1% | -27.0% | +16.9% | -9.9% |
| All | -10.1% | -27.6% | +17.4% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling