-16.3%
MOS vs CRS
+85.3%
-101.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.5% | +6.2% | +3.1% |
| 7D | +7.1% | -3.1% | +10.1% | +7.4% |
| 30D | +15.0% | -19.6% | +34.7% | +18.6% |
| 3M | +24.1% | -8.1% | +32.2% | +24.4% |
| 6M | +2.7% | +18.6% | -15.8% | -2.0% |
| YTD | +12.2% | +45.9% | -33.7% | +3.7% |
| 1Y | -16.3% | +82.5% | -98.8% | -23.6% |
| All | -16.3% | +85.3% | -101.6% | -23.6% |
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