+150.2%
MOS vs CRS
+10,171.0%
-10,020.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.7% |
| 7D | +9.5% | -0.2% | +9.8% | +9.6% |
| 30D | +10.4% | -16.6% | +27.1% | +18.7% |
| 3M | +12.9% | -3.5% | +16.4% | +12.8% |
| 6M | +1.2% | +15.4% | -14.2% | -7.3% |
| YTD | +9.3% | +51.2% | -41.9% | -11.8% |
| 1Y | -18.0% | +98.3% | -116.3% | -42.5% |
| 3Y | -29.0% | +651.5% | -680.6% | -74.9% |
| 5Y | -9.6% | +1,411.1% | -1,420.7% | -78.1% |
| 10Y | +6.1% | +1,424.3% | -1,418.3% | -77.0% |
| All | +150.2% | +10,171.0% | -10,020.8% | -73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling