+8.2%
MOS vs CVE
+159.5%
-151.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +2.0% |
| 7D | +9.5% | +2.5% | +7.0% | +8.4% |
| 30D | +10.4% | +16.7% | -6.3% | +3.1% |
| 3M | +12.9% | +9.3% | +3.6% | +7.3% |
| 6M | +1.2% | +43.6% | -42.4% | -15.5% |
| YTD | +9.3% | +93.6% | -84.3% | -20.0% |
| 1Y | -18.0% | +98.8% | -116.7% | -40.8% |
| 3Y | -29.0% | +73.6% | -102.6% | -47.1% |
| 5Y | -9.6% | +312.5% | -322.1% | -53.9% |
| All | +8.2% | +159.5% | -151.3% | -53.8% |
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