+305.8%
CME vs MOS
-1.8%
+307.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.3% |
| 7D | +2.5% | +5.5% | -3.0% | +1.7% |
| 30D | +13.9% | +21.0% | -7.0% | +10.6% |
| 3M | +22.4% | -0.5% | +22.8% | +21.8% |
| 6M | +12.9% | +6.6% | +6.3% | +10.8% |
| YTD | +19.6% | -2.8% | +22.4% | +18.1% |
| 1Y | +17.7% | -8.1% | +25.7% | +17.0% |
| 3Y | +65.3% | -25.6% | +90.9% | +66.4% |
| 5Y | +75.1% | -29.8% | +104.9% | +70.0% |
| 10Y | +305.8% | +0.6% | +305.2% | +190.7% |
| All | +305.8% | -1.8% | +307.6% | +190.7% |
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