-15.5%
MOS vs CYCU
-99.9%
+84.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | -1.2% | +18.5% | +17.4% |
| 7D | +17.9% | +1.2% | +16.7% | +17.9% |
| 30D | +1.6% | -31.5% | +33.1% | +1.7% |
| 3M | -4.0% | -62.0% | +58.1% | -3.7% |
| 6M | -4.1% | -67.4% | +63.3% | -3.3% |
| YTD | -7.8% | -88.6% | +80.8% | -6.1% |
| 1Y | -15.6% | -88.5% | +72.9% | -13.9% |
| All | -15.5% | -99.9% | +84.4% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CYCU.
Daily Out/Under-Performance
Portfolio return minus CYCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CYCU 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 CYCU 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