-32.8%
MOS vs CNI
+2.7%
-35.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.1% | +1.3% |
| 7D | +21.6% | +0.3% | +21.3% | +21.5% |
| 30D | +12.0% | +7.2% | +4.8% | +7.6% |
| 3M | -3.9% | -1.3% | -2.6% | -3.2% |
| 6M | -3.3% | +11.8% | -15.1% | -10.0% |
| YTD | -4.6% | +27.7% | -32.3% | -19.5% |
| 1Y | -7.0% | +33.5% | -40.5% | -23.9% |
| 3Y | -24.4% | +19.3% | -43.8% | -34.9% |
| All | -32.8% | +2.7% | -35.4% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling