+165.7%
CI vs MOS
+8.5%
+157.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.3% | -4.6% | -1.9% |
| 7D | +1.0% | +22.5% | -21.5% | -3.1% |
| 30D | +9.9% | +6.6% | +3.2% | +8.1% |
| 3M | +12.1% | -3.8% | +15.9% | +12.1% |
| 6M | +10.6% | -2.2% | +12.8% | +9.7% |
| YTD | +11.4% | -4.8% | +16.2% | +9.9% |
| 1Y | +18.8% | -11.7% | +30.5% | +18.8% |
| 3Y | +2.9% | -26.5% | +29.4% | +4.3% |
| 5Y | +54.5% | -32.2% | +86.7% | +50.1% |
| All | +165.7% | +8.5% | +157.2% | +106.1% |
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