-16.1%
CEG vs MOS
-11.3%
-4.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.8% |
| 7D | +12.1% | -2.0% | +14.1% | +12.2% |
| 30D | +0.2% | +15.3% | -15.1% | -0.7% |
| 3M | +0.7% | +1.5% | -0.8% | +1.7% |
| 6M | +2.2% | -2.0% | +4.2% | +3.1% |
| YTD | -20.3% | -6.5% | -13.8% | -16.8% |
| 1Y | -16.1% | -11.1% | -5.0% | -12.7% |
| All | -16.1% | -11.3% | -4.7% | -12.7% |
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 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