-21.4%
CEG vs MOS
-7.3%
-14.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.7% |
| 7D | +11.8% | +5.5% | +6.3% | +11.5% |
| 30D | -6.5% | +21.0% | -27.5% | -7.6% |
| 3M | -1.2% | -0.5% | -0.7% | +0.2% |
| 6M | -8.0% | +6.6% | -14.6% | -7.7% |
| YTD | -21.9% | -2.8% | -19.1% | -18.6% |
| 1Y | -21.4% | -8.1% | -13.4% | -19.9% |
| All | -21.4% | -7.3% | -14.1% | -19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling