-3.8%
MOS vs CNH
+0.4%
-4.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.9% | +7.2% | +4.8% |
| 7D | +22.5% | -0.4% | +22.8% | +22.3% |
| 30D | +6.6% | -15.2% | +21.9% | +14.1% |
| 3M | -3.8% | +4.3% | -8.1% | -8.6% |
| All | -3.8% | +0.4% | -4.3% | -8.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling