-15.6%
MOS vs CRS
-3.8%
-11.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | -1.6% | +18.9% | +17.6% |
| 7D | +17.9% | +4.3% | +13.6% | +17.1% |
| 30D | +1.6% | -25.5% | +27.0% | +5.7% |
| 3M | -4.0% | -48.7% | +44.7% | +6.1% |
| 6M | -4.1% | -31.6% | +27.5% | -1.5% |
| YTD | -7.8% | -7.0% | -0.8% | -13.4% |
| 1Y | -15.6% | -4.5% | -11.1% | -21.8% |
| All | -15.6% | -3.8% | -11.8% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling