+145.0%
CI vs MOS
+5.8%
+139.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.6% |
| 7D | +1.3% | +9.5% | -8.2% | -0.5% |
| 30D | +4.4% | +10.4% | -6.0% | +2.3% |
| 3M | +0.7% | +12.9% | -12.2% | -2.3% |
| 6M | +0.3% | +1.2% | -0.9% | -1.2% |
| YTD | +3.8% | +9.3% | -5.5% | +0.3% |
| 1Y | -5.5% | -18.0% | +12.5% | -3.5% |
| 3Y | +8.1% | -29.0% | +37.1% | +11.1% |
| 5Y | +42.8% | -9.6% | +52.4% | +30.3% |
| All | +145.0% | +5.8% | +139.2% | +74.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling