-23.3%
MOS vs CNI
+20.0%
-43.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +9.5% | -2.1% | +11.6% | +10.4% |
| 30D | +10.4% | -3.3% | +13.7% | +11.8% |
| 3M | +12.9% | +3.8% | +9.1% | +10.8% |
| 6M | +1.2% | +12.7% | -11.4% | -4.6% |
| YTD | +9.3% | +26.3% | -17.0% | -2.8% |
| 1Y | -18.0% | +29.9% | -47.9% | -28.2% |
| All | -23.3% | +20.0% | -43.3% | -32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling