+7.6%
MOS vs CNH
+116.5%
-108.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.6% | -1.5% |
| 7D | +21.6% | -1.7% | +23.3% | +22.6% |
| 30D | +12.0% | -7.2% | +19.2% | +16.5% |
| 3M | -3.9% | +6.5% | -10.4% | -8.9% |
| 6M | -3.3% | +7.9% | -11.2% | -10.2% |
| YTD | -4.6% | +26.6% | -31.2% | -21.0% |
| 1Y | -7.0% | +13.8% | -20.7% | -18.3% |
| 3Y | -24.4% | +9.2% | -33.6% | -35.8% |
| 5Y | -32.1% | -15.6% | -16.5% | -34.6% |
| All | +7.6% | +116.5% | -108.8% | -37.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling