-15.6%
MOS vs CNH
+15.2%
-30.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | -0.2% | +17.5% | +17.4% |
| 7D | +17.9% | +6.5% | +11.5% | +15.3% |
| 30D | +1.6% | -12.0% | +13.5% | +6.2% |
| 3M | -4.0% | +4.4% | -8.4% | -6.3% |
| 6M | -4.1% | +15.7% | -19.8% | -9.7% |
| YTD | -7.8% | +28.2% | -36.0% | -14.7% |
| 1Y | -15.6% | +14.8% | -30.4% | -20.9% |
| All | -15.6% | +15.2% | -30.8% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling