+492.8%
CEG vs MOS
-41.6%
+534.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.3% | -5.8% | -3.0% |
| 7D | -9.4% | +22.5% | -31.9% | -12.8% |
| 30D | -20.2% | +6.6% | -26.9% | -21.3% |
| 3M | -9.5% | -3.8% | -5.7% | -9.1% |
| 6M | -25.0% | -2.2% | -22.8% | -25.2% |
| YTD | -31.9% | -4.8% | -27.1% | -32.3% |
| 1Y | -33.7% | -11.7% | -21.9% | -33.3% |
| 3Y | +108.7% | -26.5% | +135.2% | +112.3% |
| All | +492.8% | -41.6% | +534.4% | +592.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling