+158.7%
CI vs MOS
+8.6%
+150.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.8% | -2.6% |
| 7D | -1.6% | +21.6% | -23.1% | -5.4% |
| 30D | +5.4% | +12.0% | -6.6% | +2.7% |
| 3M | +7.3% | -3.9% | +11.1% | +7.3% |
| 6M | +5.3% | -3.3% | +8.6% | +4.7% |
| YTD | +8.5% | -4.6% | +13.1% | +7.0% |
| 1Y | +17.1% | -7.0% | +24.1% | +15.9% |
| 3Y | +1.4% | -24.4% | +25.8% | +2.2% |
| 5Y | +50.5% | -32.1% | +82.6% | +46.2% |
| All | +158.7% | +8.6% | +150.1% | +100.7% |
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