+16.3%
MOS vs CNI
+129.7%
-113.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.6% |
| 7D | +1.7% | +0.9% | +0.8% | +1.0% |
| 30D | +11.7% | -2.1% | +13.8% | +13.4% |
| 3M | +23.2% | +1.8% | +21.3% | +20.7% |
| 6M | -1.6% | +14.8% | -16.5% | -13.3% |
| YTD | +10.8% | +25.4% | -14.5% | -9.5% |
| 1Y | -16.2% | +32.9% | -49.1% | -35.0% |
| 3Y | -24.2% | +20.2% | -44.4% | -38.2% |
| 5Y | -6.6% | +12.2% | -18.8% | -20.5% |
| 10Y | +16.3% | +136.0% | -119.7% | -50.1% |
| All | +16.3% | +129.7% | -113.4% | -50.1% |
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