-23.3%
MOS vs CPAY
+51.9%
-75.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.6% |
| 7D | +9.5% | +2.1% | +7.5% | +9.1% |
| 30D | +10.4% | +5.5% | +4.9% | +9.2% |
| 3M | +12.9% | +16.6% | -3.7% | +9.3% |
| 6M | +1.2% | +26.7% | -25.4% | -4.0% |
| YTD | +9.3% | +38.4% | -29.1% | +0.8% |
| 1Y | -18.0% | +30.1% | -48.1% | -23.1% |
| All | -23.3% | +51.9% | -75.2% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling