+73.1%
CME vs MOS
-33.6%
+106.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | 0.0% | +0.7% |
| 7D | +3.9% | -2.0% | +5.9% | +4.1% |
| 30D | +11.3% | +15.3% | -4.0% | +10.3% |
| 3M | +19.6% | +1.5% | +18.1% | +19.2% |
| 6M | +8.1% | -2.0% | +10.0% | +7.8% |
| YTD | +20.4% | -6.5% | +26.9% | +20.1% |
| 1Y | +16.5% | -11.1% | +27.6% | +16.6% |
| 3Y | +66.4% | -30.3% | +96.7% | +68.4% |
| All | +73.1% | -33.6% | +106.7% | +66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling