-24.5%
MOS vs CNH
+4.2%
-28.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.9% | +7.2% | +4.8% |
| 7D | +22.5% | -0.4% | +22.8% | +22.5% |
| 30D | +6.6% | -15.2% | +21.9% | +13.7% |
| 3M | -3.8% | +4.3% | -8.1% | -6.3% |
| 6M | -2.2% | +10.1% | -12.3% | -7.4% |
| YTD | -4.8% | +23.2% | -28.0% | -14.7% |
| 1Y | -11.7% | +8.5% | -20.2% | -16.8% |
| All | -24.5% | +4.2% | -28.7% | -30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling