+0.6%
MOS vs CRS
+882.2%
-881.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -1.9% |
| 7D | +5.5% | +4.4% | +1.1% | +3.3% |
| 30D | +21.0% | -19.1% | +40.1% | +29.5% |
| 3M | -0.5% | -43.2% | +42.8% | +22.9% |
| 6M | +6.6% | -28.9% | +35.5% | +18.0% |
| YTD | -2.8% | -3.0% | +0.2% | -7.9% |
| 1Y | -8.1% | -5.3% | -2.7% | -12.2% |
| 3Y | -25.6% | +363.5% | -389.1% | -70.4% |
| 5Y | -29.8% | +858.2% | -887.9% | -82.5% |
| 10Y | +0.6% | +862.9% | -862.4% | -78.1% |
| All | +0.6% | +882.2% | -881.7% | -78.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling