+593.0%
CEG vs MOS
-42.7%
+635.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | +12.1% | -2.0% | +14.1% | +12.4% |
| 30D | +0.2% | +15.3% | -15.1% | -2.5% |
| 3M | +0.7% | +1.5% | -0.8% | +0.1% |
| 6M | +2.2% | -2.0% | +4.2% | +1.9% |
| YTD | -20.3% | -6.5% | -13.8% | -20.6% |
| 1Y | -16.1% | -11.1% | -5.0% | -15.9% |
| 3Y | +134.7% | -30.3% | +164.9% | +141.0% |
| All | +593.0% | -42.7% | +635.7% | +711.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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