+518.2%
CEG vs MOS
-41.5%
+559.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | -4.7% | +21.6% | -26.3% | -8.1% |
| 30D | -16.6% | +12.0% | -28.5% | -18.4% |
| 3M | -4.1% | -3.9% | -0.2% | -3.8% |
| 6M | -22.3% | -3.3% | -19.0% | -22.4% |
| YTD | -28.9% | -4.6% | -24.3% | -29.4% |
| 1Y | -28.5% | -7.0% | -21.5% | -28.8% |
| 3Y | +104.3% | -24.4% | +128.7% | +106.8% |
| All | +518.2% | -41.5% | +559.8% | +622.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling