-45.3%
MOS vs CRBG
+114.2%
-159.6%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.3% | -2.6% |
| 7D | +0.5% | -1.6% | +2.1% | +0.9% |
| 30D | +10.9% | +2.4% | +8.5% | +9.9% |
| 3M | +29.2% | +26.8% | +2.4% | +20.3% |
| 6M | -2.3% | +41.5% | -43.8% | -12.5% |
| YTD | +8.3% | +15.5% | -7.2% | +2.9% |
| 1Y | -21.2% | +6.6% | -27.7% | -23.4% |
| 3Y | -25.9% | +121.6% | -147.6% | -51.0% |
| All | -45.3% | +114.2% | -159.6% | -63.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling