-47.6%
MOS vs CPAY
+1,565.5%
-1,613.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.7% |
| 7D | +9.5% | +2.1% | +7.5% | +8.6% |
| 30D | +10.4% | +5.5% | +4.9% | +7.9% |
| 3M | +12.9% | +16.6% | -3.7% | +5.4% |
| 6M | +1.2% | +26.7% | -25.4% | -9.9% |
| YTD | +9.3% | +38.4% | -29.1% | -7.7% |
| 1Y | -18.0% | +30.1% | -48.1% | -29.3% |
| 3Y | -29.0% | +52.6% | -81.6% | -45.4% |
| 5Y | -9.6% | +59.0% | -68.6% | -33.5% |
| 10Y | +6.1% | +148.4% | -142.3% | -35.9% |
| All | -47.6% | +1,565.5% | -1,613.1% | -85.8% |
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