-9.6%
MOS vs CNH
+11.5%
-21.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.0% | -2.6% | -0.5% |
| 7D | +9.5% | +23.3% | -13.8% | -1.1% |
| 30D | +10.4% | +33.5% | -23.0% | -4.3% |
| 3M | +12.9% | +32.7% | -19.8% | -2.3% |
| 6M | +1.2% | +22.2% | -20.9% | -9.8% |
| YTD | +9.3% | +57.7% | -48.4% | -14.6% |
| 1Y | -18.0% | +28.0% | -46.0% | -29.1% |
| 3Y | -29.0% | +11.5% | -40.6% | -36.4% |
| All | -9.6% | +11.5% | -21.0% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling