-32.2%
MOS vs CP
+27.2%
-59.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +4.0% | +3.7% |
| 7D | +22.5% | +6.1% | +16.4% | +18.8% |
| 30D | +6.6% | +9.8% | -3.1% | +1.5% |
| 3M | -3.8% | +2.7% | -6.6% | -5.3% |
| 6M | -2.2% | +12.8% | -15.0% | -9.0% |
| YTD | -4.8% | +28.2% | -32.9% | -18.6% |
| 1Y | -11.7% | +34.1% | -45.8% | -26.6% |
| 3Y | -26.5% | +28.9% | -55.4% | -39.7% |
| 5Y | -32.2% | +27.1% | -59.3% | -45.7% |
| All | -32.2% | +27.2% | -59.4% | -45.7% |
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