+111.1%
MOS vs CP
+7,925.2%
-7,814.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +3.5% | +13.9% | +15.5% |
| 7D | +17.9% | +5.6% | +12.4% | +14.9% |
| 30D | +1.6% | +10.0% | -8.5% | -3.3% |
| 3M | -4.0% | +4.4% | -8.4% | -6.1% |
| 6M | -4.1% | +14.1% | -18.2% | -10.9% |
| YTD | -7.8% | +29.1% | -36.9% | -20.3% |
| 1Y | -15.6% | +34.6% | -50.1% | -28.6% |
| 3Y | -28.9% | +29.8% | -58.6% | -39.9% |
| 5Y | -36.8% | +28.7% | -65.5% | -46.5% |
| 10Y | +6.7% | +267.3% | -260.7% | -46.3% |
| All | +111.1% | +7,925.2% | -7,814.2% | -62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling