-25.5%
MOS vs CRBG
+122.1%
-147.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.3% | -1.1% |
| 7D | -1.7% | +0.6% | -2.3% | -1.9% |
| 30D | +12.4% | +2.6% | +9.8% | +11.6% |
| 3M | +20.5% | +24.0% | -3.5% | +14.8% |
| 6M | -12.0% | +50.5% | -62.5% | -19.6% |
| YTD | +7.4% | +17.1% | -9.7% | +3.5% |
| 1Y | -22.5% | +5.9% | -28.3% | -23.7% |
| 3Y | -25.5% | +122.7% | -148.2% | -46.0% |
| All | -25.5% | +122.1% | -147.6% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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