-6.3%
MOS vs CPAY
+219.9%
-226.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.6% | +0.1% |
| 7D | -2.0% | +1.6% | -3.5% | -2.6% |
| 30D | +15.3% | +17.6% | -2.3% | +7.2% |
| 3M | +1.5% | +8.7% | -7.2% | -2.3% |
| 6M | -2.0% | +39.5% | -41.5% | -16.3% |
| YTD | -6.5% | +53.6% | -60.1% | -25.8% |
| 1Y | -11.1% | +63.3% | -74.3% | -31.6% |
| 3Y | -30.3% | +101.7% | -132.0% | -55.1% |
| 5Y | -33.5% | +91.4% | -124.9% | -57.3% |
| All | -6.3% | +219.9% | -226.2% | -50.2% |
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