-30.3%
MOS vs CRS
+343.5%
-373.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +1.1% |
| 7D | -2.0% | +4.8% | -6.7% | -2.7% |
| 30D | +15.3% | -23.2% | +38.5% | +19.5% |
| 3M | +1.5% | -45.5% | +47.0% | +11.0% |
| 6M | -2.0% | -33.1% | +31.1% | +2.9% |
| YTD | -6.5% | -7.2% | +0.7% | -7.9% |
| 1Y | -11.1% | -10.0% | -1.0% | -11.9% |
| 3Y | -30.3% | +332.3% | -362.6% | -48.3% |
| All | -30.3% | +343.5% | -373.7% | -48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling