+63.9%
CME vs MOS
-26.7%
+90.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -0.4% |
| 7D | +3.7% | +22.5% | -18.8% | +3.1% |
| 30D | +13.7% | +6.6% | +7.1% | +13.6% |
| 3M | +16.6% | -3.8% | +20.4% | +16.7% |
| 6M | +8.2% | -2.2% | +10.4% | +8.2% |
| YTD | +16.3% | -4.8% | +21.1% | +16.4% |
| 1Y | +19.1% | -11.7% | +30.8% | +19.4% |
| All | +63.9% | -26.7% | +90.6% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling