+284.1%
CME vs MOS
+5.8%
+278.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.5% |
| 7D | -1.6% | +9.5% | -11.1% | -2.9% |
| 30D | +6.2% | +10.4% | -4.2% | +4.6% |
| 3M | +10.4% | +12.9% | -2.5% | +8.0% |
| 6M | -9.5% | +1.2% | -10.8% | -10.6% |
| YTD | +6.0% | +9.3% | -3.3% | +3.3% |
| 1Y | +9.3% | -18.0% | +27.3% | +10.9% |
| 3Y | +57.7% | -29.0% | +86.7% | +60.8% |
| 5Y | +77.7% | -9.6% | +87.3% | +64.8% |
| All | +284.1% | +5.8% | +278.3% | +176.6% |
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