+7.5%
MOS vs CP
+259.9%
-252.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +4.0% | +3.8% |
| 7D | +22.5% | +6.1% | +16.4% | +17.9% |
| 30D | +6.6% | +9.8% | -3.1% | +0.2% |
| 3M | -3.8% | +2.7% | -6.6% | -5.7% |
| 6M | -2.2% | +12.8% | -15.0% | -10.7% |
| YTD | -4.8% | +28.2% | -32.9% | -21.6% |
| 1Y | -11.7% | +34.1% | -45.8% | -29.7% |
| 3Y | -26.5% | +28.9% | -55.4% | -42.1% |
| 5Y | -32.2% | +27.1% | -59.3% | -47.0% |
| All | +7.5% | +259.9% | -252.4% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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