+15.8%
CME vs MOS
-7.8%
+23.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.5% |
| 7D | +1.7% | +24.8% | -23.2% | +1.3% |
| 30D | +10.2% | +22.7% | -12.5% | +9.9% |
| 3M | +17.8% | -1.2% | +19.0% | +18.1% |
| 6M | +11.0% | +5.5% | +5.4% | +10.9% |
| YTD | +17.0% | -2.0% | +19.0% | +16.0% |
| 1Y | +15.8% | -7.9% | +23.7% | +15.2% |
| All | +15.8% | -7.8% | +23.6% | +15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling