+2.8%
MOS vs CPAY
+210.0%
-207.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.6% |
| 7D | +19.7% | +11.9% | +7.8% | +13.9% |
| 30D | +21.5% | +15.1% | +6.4% | +14.1% |
| 3M | -0.4% | +16.5% | -17.0% | -7.2% |
| 6M | +4.5% | +33.1% | -28.6% | -8.8% |
| YTD | -2.9% | +52.2% | -55.1% | -22.5% |
| 1Y | -7.7% | +65.6% | -73.3% | -29.6% |
| 3Y | -25.6% | +100.2% | -125.9% | -51.9% |
| 5Y | -31.2% | +87.6% | -118.8% | -55.3% |
| 10Y | +2.8% | +205.3% | -202.5% | -43.9% |
| All | +2.8% | +210.0% | -207.2% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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