+187.4%
CEG vs MOS
-29.5%
+216.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.4% | +3.5% | +4.6% |
| 7D | +8.0% | +9.5% | -1.5% | +6.5% |
| 30D | +12.9% | +10.4% | +2.5% | +11.0% |
| 3M | +13.2% | +12.9% | +0.3% | +10.5% |
| 6M | -7.0% | +1.2% | -8.2% | -8.0% |
| YTD | -15.0% | +9.3% | -24.3% | -17.2% |
| 1Y | -2.7% | -18.0% | +15.2% | -0.9% |
| All | +187.4% | -29.5% | +216.9% | +189.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling