-32.8%
MOS vs CP
+24.4%
-57.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +1.1% |
| 7D | +21.6% | +2.8% | +18.8% | +20.0% |
| 30D | +12.0% | +10.2% | +1.8% | +6.2% |
| 3M | -3.9% | +2.4% | -6.2% | -5.1% |
| 6M | -3.3% | +7.7% | -11.0% | -7.6% |
| YTD | -4.6% | +26.0% | -30.6% | -17.7% |
| 1Y | -7.0% | +34.6% | -41.6% | -22.9% |
| 3Y | -24.4% | +26.7% | -51.1% | -37.4% |
| All | -32.8% | +24.4% | -57.1% | -45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling