-18.0%
MOS vs CNH
+29.2%
-47.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.0% | -2.6% | -0.1% |
| 7D | +9.5% | +23.3% | -13.8% | +1.2% |
| 30D | +10.4% | +33.5% | -23.0% | -1.2% |
| 3M | +12.9% | +32.7% | -19.8% | +0.8% |
| 6M | +1.2% | +22.2% | -20.9% | -7.5% |
| YTD | +9.3% | +57.7% | -48.4% | -8.4% |
| 1Y | -18.0% | +28.0% | -46.0% | -24.6% |
| All | -18.0% | +29.2% | -47.2% | -24.6% |
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