-7.2%
MOS vs CPAY
+59.6%
-66.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | +5.5% | +10.4% | -4.9% | +4.5% |
| 30D | +21.0% | +16.2% | +4.8% | +19.4% |
| 3M | -0.5% | +13.7% | -14.2% | -1.7% |
| 6M | +6.6% | +35.2% | -28.6% | +5.0% |
| YTD | -2.8% | +53.5% | -56.3% | -3.2% |
| All | -7.2% | +59.6% | -66.7% | -8.3% |
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