-7.9%
MOS vs CNH
+27.3%
-35.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.4% | +5.3% | +2.5% |
| 7D | +24.8% | +4.5% | +20.3% | +22.5% |
| 30D | +22.7% | +7.6% | +15.0% | +19.0% |
| 3M | -1.2% | +17.0% | -18.2% | -7.6% |
| 6M | +5.5% | +12.9% | -7.4% | -0.5% |
| YTD | -2.0% | +34.3% | -36.2% | -12.9% |
| 1Y | -7.9% | +28.5% | -36.5% | -17.0% |
| All | -7.9% | +27.3% | -35.3% | -17.0% |
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