-5.8%
MOS vs CNI
+6,614.8%
-6,620.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.1% | +1.4% |
| 7D | +21.6% | +0.3% | +21.3% | +21.5% |
| 30D | +12.0% | +7.2% | +4.8% | +7.0% |
| 3M | -3.9% | -1.3% | -2.6% | -3.1% |
| 6M | -3.3% | +11.8% | -15.1% | -10.6% |
| YTD | -4.6% | +27.7% | -32.3% | -20.3% |
| 1Y | -7.0% | +33.5% | -40.5% | -24.7% |
| 3Y | -24.4% | +19.3% | -43.8% | -35.2% |
| 5Y | -32.1% | +3.1% | -35.2% | -35.9% |
| 10Y | +10.3% | +141.2% | -130.9% | -39.1% |
| All | -5.8% | +6,614.8% | -6,620.6% | -85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling