-24.5%
MOS vs CPB
-35.1%
+10.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.6% | +3.2% |
| 7D | +22.5% | +11.6% | +10.9% | +20.7% |
| 30D | +6.6% | +23.3% | -16.7% | +3.7% |
| 3M | -3.8% | +1.6% | -5.5% | -4.2% |
| 6M | -2.2% | +13.9% | -16.1% | -4.0% |
| YTD | -4.8% | -11.7% | +6.9% | -3.2% |
| 1Y | -11.7% | -18.2% | +6.5% | -9.1% |
| All | -24.5% | -35.1% | +10.6% | -20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling