-4.2%
MOS vs CPAY
+56.4%
-60.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.9% | +3.3% |
| 7D | +7.1% | +0.6% | +6.5% | +6.8% |
| 30D | +15.0% | +3.6% | +11.5% | +13.6% |
| 3M | +24.1% | +16.6% | +7.5% | +17.7% |
| 6M | +2.7% | +29.5% | -26.7% | -6.8% |
| YTD | +12.2% | +35.3% | -23.1% | -0.9% |
| 1Y | -16.3% | +30.6% | -46.9% | -25.4% |
| 3Y | -23.3% | +49.7% | -73.0% | -39.2% |
| 5Y | -4.2% | +54.4% | -58.6% | -27.5% |
| All | -4.2% | +56.4% | -60.6% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling