-54.3%
MOS vs CPAY
+1,720.6%
-1,775.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.6% |
| 7D | +21.6% | +13.5% | +8.1% | +15.4% |
| 30D | +12.0% | +13.1% | -1.1% | +6.3% |
| 3M | -3.9% | +14.3% | -18.2% | -9.2% |
| 6M | -3.3% | +49.0% | -52.3% | -19.4% |
| YTD | -4.6% | +51.3% | -55.9% | -22.4% |
| 1Y | -7.0% | +63.7% | -70.7% | -27.2% |
| 3Y | -24.4% | +95.0% | -119.4% | -48.1% |
| 5Y | -32.1% | +86.0% | -118.1% | -53.4% |
| 10Y | +10.3% | +203.3% | -193.0% | -37.9% |
| All | -54.3% | +1,720.6% | -1,775.0% | -88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling