+7.5%
MOS vs CVE
+137.5%
-130.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.7% | +6.0% | +4.4% |
| 7D | +22.5% | -14.1% | +36.6% | +29.3% |
| 30D | +6.6% | -11.6% | +18.3% | +10.9% |
| 3M | -3.8% | 0.0% | -3.8% | -5.4% |
| 6M | -2.2% | -8.4% | +6.2% | -1.8% |
| YTD | -4.8% | +65.9% | -70.7% | -26.7% |
| 1Y | -11.7% | +69.4% | -81.1% | -32.8% |
| 3Y | -26.5% | +55.9% | -82.4% | -43.6% |
| 5Y | -32.2% | +146.2% | -178.4% | -57.9% |
| All | +7.5% | +137.5% | -130.0% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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