-45.8%
MOS vs CRBG
+117.3%
-163.1%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.3% | -1.2% |
| 7D | -1.7% | +0.6% | -2.3% | -1.9% |
| 30D | +12.4% | +2.6% | +9.8% | +11.4% |
| 3M | +20.5% | +24.0% | -3.5% | +12.8% |
| 6M | -12.0% | +50.5% | -62.5% | -22.5% |
| YTD | +7.4% | +17.1% | -9.7% | +1.7% |
| 1Y | -22.5% | +5.9% | -28.3% | -24.4% |
| 3Y | -25.5% | +122.7% | -148.2% | -50.7% |
| All | -45.8% | +117.3% | -163.1% | -64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling