+0.6%
MOS vs CHD
+196.6%
-196.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.1% | -0.9% |
| 7D | +5.5% | 0.0% | +5.5% | +5.5% |
| 30D | +21.0% | +12.2% | +8.8% | +19.3% |
| 3M | -0.5% | +9.3% | -9.8% | -1.5% |
| 6M | +6.6% | +24.3% | -17.7% | +3.8% |
| YTD | -2.8% | +34.9% | -37.6% | -6.2% |
| 1Y | -8.1% | +32.7% | -40.8% | -11.2% |
| 3Y | -25.6% | +29.4% | -55.0% | -28.4% |
| 5Y | -29.8% | +31.7% | -61.5% | -33.2% |
| 10Y | +0.6% | +191.7% | -191.1% | -19.3% |
| All | +0.6% | +196.6% | -196.0% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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