+150.2%
MOS vs CHD
+10,220.8%
-10,070.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.5% | +1.4% |
| 7D | +9.5% | -2.7% | +12.2% | +10.2% |
| 30D | +10.4% | -4.6% | +15.0% | +11.6% |
| 3M | +12.9% | +5.0% | +7.9% | +11.3% |
| 6M | +1.2% | -3.2% | +4.5% | +1.7% |
| YTD | +9.3% | +18.6% | -9.3% | +4.5% |
| 1Y | -18.0% | +4.8% | -22.8% | -19.3% |
| 3Y | -29.0% | +6.1% | -35.2% | -31.2% |
| 5Y | -9.6% | +24.0% | -33.5% | -16.8% |
| 10Y | +6.1% | +124.5% | -118.4% | -19.3% |
| All | +150.2% | +10,220.8% | -10,070.6% | -11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling