-32.8%
MOS vs CPB
-31.3%
-1.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.3% |
| 7D | +21.6% | +8.0% | +13.6% | +20.5% |
| 30D | +12.0% | +22.4% | -10.4% | +9.4% |
| 3M | -3.9% | +2.5% | -6.4% | -4.3% |
| 6M | -3.3% | +12.2% | -15.5% | -4.7% |
| YTD | -4.6% | -12.8% | +8.2% | -3.3% |
| 1Y | -7.0% | -19.2% | +12.2% | -4.7% |
| 3Y | -24.4% | -35.6% | +11.1% | -20.7% |
| All | -32.8% | -31.3% | -1.4% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling