-18.0%
MOS vs CPB
-32.6%
+14.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.4% | +4.8% | +1.6% |
| 7D | +9.5% | -8.6% | +18.1% | +10.2% |
| 30D | +10.4% | -7.2% | +17.7% | +11.0% |
| 3M | +12.9% | +0.9% | +12.0% | +13.2% |
| 6M | +1.2% | -11.8% | +13.1% | +2.3% |
| YTD | +9.3% | -19.4% | +28.7% | +12.4% |
| 1Y | -18.0% | -30.4% | +12.4% | -13.4% |
| All | -18.0% | -32.6% | +14.6% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling