-1.6%
MOS vs CNI
+140.5%
-142.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.2% |
| 7D | +24.8% | +0.4% | +24.4% | +24.6% |
| 30D | +22.7% | +7.6% | +15.0% | +16.0% |
| 3M | -1.2% | +1.9% | -3.1% | -2.7% |
| 6M | +5.5% | +14.8% | -9.3% | -5.8% |
| YTD | -2.0% | +30.5% | -32.4% | -22.4% |
| 1Y | -7.9% | +36.5% | -44.4% | -29.9% |
| 3Y | -25.0% | +20.7% | -45.7% | -38.6% |
| 5Y | -27.7% | +7.0% | -34.7% | -35.1% |
| 10Y | -1.6% | +136.0% | -137.5% | -58.8% |
| All | -1.6% | +140.5% | -142.1% | -58.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling