-16.2%
MOS vs CPAY
+30.8%
-47.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +1.7% | -2.5% | +4.1% | +1.8% |
| 30D | +11.7% | +1.3% | +10.4% | +11.6% |
| 3M | +23.2% | +13.5% | +9.7% | +22.5% |
| 6M | -1.6% | +24.7% | -26.4% | -2.2% |
| YTD | +10.8% | +34.9% | -24.1% | +10.1% |
| 1Y | -16.2% | +29.7% | -45.9% | -14.0% |
| All | -16.2% | +30.8% | -47.0% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling