+8,121.8%
CI vs MOS
+115.8%
+8,006.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +17.4% | -14.0% | +0.3% |
| 7D | +3.5% | +17.9% | -14.4% | +0.3% |
| 30D | +12.6% | +1.6% | +11.0% | +11.8% |
| 3M | +12.1% | -4.0% | +16.1% | +12.1% |
| 6M | +10.6% | -4.1% | +14.7% | +10.1% |
| YTD | +12.8% | -7.8% | +20.6% | +12.2% |
| 1Y | +18.0% | -15.6% | +33.6% | +19.0% |
| 3Y | +4.2% | -28.9% | +33.1% | +6.2% |
| 5Y | +57.2% | -36.8% | +94.0% | +57.6% |
| 10Y | +179.3% | +6.7% | +172.7% | +133.4% |
| All | +8,121.8% | +115.8% | +8,006.0% | +4,786.2% |
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