-53.0%
MOS vs CPAY
+1,738.6%
-1,791.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | +24.8% | +13.1% | +11.8% | +18.7% |
| 30D | +22.7% | +15.5% | +7.2% | +15.5% |
| 3M | -1.2% | +14.7% | -15.9% | -6.9% |
| 6M | +5.5% | +33.6% | -28.1% | -7.2% |
| YTD | -2.0% | +52.7% | -54.7% | -20.6% |
| 1Y | -7.9% | +63.5% | -71.5% | -27.9% |
| 3Y | -25.0% | +98.8% | -123.8% | -48.8% |
| 5Y | -27.7% | +88.6% | -116.3% | -50.7% |
| 10Y | -1.6% | +213.8% | -215.3% | -45.2% |
| All | -53.0% | +1,738.6% | -1,791.6% | -87.8% |
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