+150.2%
MOS vs CGNX
+12,473.7%
-12,323.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +1.0% |
| 7D | +9.5% | +3.0% | +6.6% | +8.9% |
| 30D | +10.4% | -11.8% | +22.3% | +12.7% |
| 3M | +12.9% | -3.6% | +16.5% | +12.9% |
| 6M | +1.2% | +17.4% | -16.2% | -2.7% |
| YTD | +9.3% | +73.7% | -64.4% | -3.8% |
| 1Y | -18.0% | +41.5% | -59.5% | -25.4% |
| 3Y | -29.0% | +34.1% | -63.1% | -36.3% |
| 5Y | -9.6% | -27.3% | +17.7% | -11.1% |
| 10Y | +6.1% | +166.6% | -160.6% | -17.9% |
| All | +150.2% | +12,473.7% | -12,323.5% | +7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling