+299.5%
CME vs MOS
+6.2%
+293.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.3% | -0.7% |
| 7D | -0.6% | +19.7% | -20.2% | -3.2% |
| 30D | +8.5% | +21.5% | -13.0% | +5.3% |
| 3M | +16.0% | -0.4% | +16.5% | +15.5% |
| 6M | +9.3% | +4.5% | +4.8% | +7.6% |
| YTD | +15.3% | -2.9% | +18.2% | +13.9% |
| 1Y | +14.4% | -7.7% | +22.1% | +13.7% |
| 3Y | +59.9% | -25.6% | +85.6% | +61.0% |
| 5Y | +69.4% | -31.2% | +100.6% | +65.0% |
| 10Y | +299.5% | +2.8% | +296.7% | +179.8% |
| All | +299.5% | +6.2% | +293.3% | +179.8% |
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