-6.3%
MOS vs CHD
+196.1%
-202.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.6% |
| 7D | -2.0% | +3.6% | -5.6% | -2.4% |
| 30D | +15.3% | +10.4% | +4.9% | +14.0% |
| 3M | +1.5% | +12.2% | -10.7% | +0.1% |
| 6M | -2.0% | +19.9% | -21.9% | -4.1% |
| YTD | -6.5% | +36.4% | -42.9% | -10.0% |
| 1Y | -11.1% | +35.1% | -46.2% | -14.3% |
| 3Y | -30.3% | +29.2% | -59.4% | -32.9% |
| 5Y | -33.5% | +33.4% | -66.9% | -36.9% |
| All | -6.3% | +196.1% | -202.4% | -24.7% |
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