-44.5%
MOS vs CVE
+67.4%
-111.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | -7.6% | +25.0% | +20.6% |
| 7D | +17.9% | -12.1% | +30.0% | +23.5% |
| 30D | +1.6% | -9.8% | +11.3% | +4.8% |
| 3M | -4.0% | -0.7% | -3.3% | -5.3% |
| 6M | -4.1% | -4.3% | +0.2% | -5.4% |
| YTD | -7.8% | +70.6% | -78.4% | -29.9% |
| 1Y | -15.6% | +73.2% | -88.7% | -36.3% |
| 3Y | -28.9% | +60.3% | -89.2% | -46.0% |
| 5Y | -36.8% | +159.3% | -196.1% | -61.8% |
| 10Y | +6.7% | +147.4% | -140.8% | -49.5% |
| All | -44.5% | +67.4% | -111.8% | -70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling