+0.2%
MOS vs CYCU
-99.9%
+100.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.4% |
| 7D | +9.5% | -8.1% | +17.6% | +9.6% |
| 30D | +10.4% | -43.0% | +53.4% | +10.6% |
| 3M | +12.9% | -50.8% | +63.7% | +13.6% |
| 6M | +1.2% | -74.1% | +75.4% | +2.6% |
| YTD | +9.3% | -84.0% | +93.3% | +11.3% |
| 1Y | -18.0% | -92.2% | +74.2% | -17.1% |
| All | +0.2% | -99.9% | +100.0% | +16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling