-31.8%
MOS vs CNH
+28.6%
-60.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.9% | +7.2% | +5.4% |
| 7D | +22.5% | -0.4% | +22.8% | +22.5% |
| 30D | +6.6% | -15.2% | +21.9% | +16.2% |
| 3M | -3.8% | +4.3% | -8.1% | -7.2% |
| 6M | -2.2% | +10.1% | -12.3% | -9.5% |
| YTD | -4.8% | +23.2% | -28.0% | -18.3% |
| 1Y | -11.7% | +8.5% | -20.2% | -19.2% |
| 3Y | -26.5% | +4.1% | -30.6% | -34.3% |
| 5Y | -32.2% | -17.8% | -14.4% | -32.7% |
| 10Y | +10.2% | +113.3% | -103.1% | -34.3% |
| All | -31.8% | +28.6% | -60.5% | -56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling