+150.2%
MOS vs CPB
+325.7%
-175.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.4% | +4.8% | +2.1% |
| 7D | +9.5% | -8.6% | +18.1% | +11.5% |
| 30D | +10.4% | -7.2% | +17.7% | +12.0% |
| 3M | +12.9% | +0.9% | +12.0% | +12.2% |
| 6M | +1.2% | -11.8% | +13.1% | +3.1% |
| YTD | +9.3% | -19.4% | +28.7% | +13.4% |
| 1Y | -18.0% | -30.4% | +12.4% | -12.4% |
| 3Y | -29.0% | -40.2% | +11.1% | -22.6% |
| 5Y | -9.6% | -39.5% | +29.9% | -2.8% |
| 10Y | +6.1% | -47.4% | +53.4% | +13.4% |
| All | +150.2% | +325.7% | -175.5% | +73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling