+328.9%
CME vs MOS
+8.6%
+320.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.5% |
| 7D | +0.9% | +21.6% | -20.7% | -2.0% |
| 30D | +13.2% | +12.0% | +1.2% | +11.0% |
| 3M | +16.3% | -3.9% | +20.2% | +16.3% |
| 6M | +7.1% | -3.3% | +10.5% | +6.7% |
| YTD | +15.8% | -4.6% | +20.5% | +14.7% |
| 1Y | +17.1% | -7.0% | +24.1% | +16.2% |
| 3Y | +63.2% | -24.4% | +87.6% | +63.7% |
| 5Y | +70.2% | -32.1% | +102.3% | +66.0% |
| All | +328.9% | +8.6% | +320.2% | +194.2% |
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 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