-32.8%
MOS vs CRS
+772.4%
-805.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +21.6% | -1.7% | +23.3% | +21.9% |
| 30D | +12.0% | -28.8% | +40.8% | +21.0% |
| 3M | -3.9% | -50.0% | +46.1% | +13.6% |
| 6M | -3.3% | -39.2% | +35.9% | +7.5% |
| YTD | -4.6% | -11.4% | +6.8% | -5.7% |
| 1Y | -7.0% | -11.7% | +4.7% | -8.0% |
| 3Y | -24.4% | +319.6% | -344.1% | -58.8% |
| All | -32.8% | +772.4% | -805.2% | -73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling