+104.3%
CEG vs MOS
-26.6%
+130.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | -4.7% | +21.6% | -26.3% | -7.5% |
| 30D | -16.6% | +12.0% | -28.5% | -18.0% |
| 3M | -4.1% | -3.9% | -0.2% | -3.4% |
| 6M | -22.3% | -3.3% | -19.0% | -22.1% |
| YTD | -28.9% | -4.6% | -24.3% | -29.1% |
| 1Y | -28.5% | -7.0% | -21.5% | -28.6% |
| 3Y | +104.3% | -24.4% | +128.7% | +107.7% |
| All | +104.3% | -26.6% | +130.9% | +107.7% |
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 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