-9.6%
MOS vs CP
+32.0%
-41.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.2% |
| 7D | +9.5% | -2.7% | +12.2% | +11.0% |
| 30D | +10.4% | +0.2% | +10.3% | +10.1% |
| 3M | +12.9% | +2.6% | +10.3% | +10.7% |
| 6M | +1.2% | +6.0% | -4.7% | -3.1% |
| YTD | +9.3% | +24.9% | -15.6% | -5.3% |
| 1Y | -18.0% | +20.1% | -38.1% | -27.2% |
| 3Y | -29.0% | +16.4% | -45.4% | -37.6% |
| All | -9.6% | +32.0% | -41.6% | -28.7% |
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