+142.2%
CI vs MOS
+6.2%
+136.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.3% |
| 7D | +0.1% | +19.7% | -19.5% | -3.4% |
| 30D | +4.7% | +21.5% | -16.8% | +0.5% |
| 3M | +5.2% | -0.4% | +5.6% | +4.6% |
| 6M | +3.8% | +4.5% | -0.7% | +1.6% |
| YTD | +9.2% | -2.9% | +12.1% | +7.4% |
| 1Y | +14.3% | -7.7% | +22.0% | +13.3% |
| 3Y | +8.4% | -25.6% | +34.1% | +9.8% |
| 5Y | +50.0% | -31.2% | +81.2% | +45.4% |
| 10Y | +142.2% | +2.8% | +139.4% | +88.1% |
| All | +142.2% | +6.2% | +136.0% | +88.1% |
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