-4.2%
MOS vs CNI
+11.4%
-15.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +7.1% | +2.5% | +4.6% | +5.5% |
| 30D | +15.0% | -2.5% | +17.6% | +16.6% |
| 3M | +24.1% | +2.7% | +21.4% | +21.6% |
| 6M | +2.7% | +16.9% | -14.2% | -7.8% |
| YTD | +12.2% | +26.3% | -14.1% | -4.6% |
| 1Y | -16.3% | +31.1% | -47.4% | -30.7% |
| 3Y | -23.3% | +21.1% | -44.4% | -34.9% |
| 5Y | -4.2% | +11.0% | -15.2% | -12.3% |
| All | -4.2% | +11.4% | -15.6% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CNI 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling