+79.1%
CME vs MOS
-8.7%
+87.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.4% |
| 7D | -1.6% | +9.5% | -11.1% | -2.2% |
| 30D | +6.2% | +10.4% | -4.2% | +5.5% |
| 3M | +10.4% | +12.9% | -2.5% | +9.3% |
| 6M | -9.5% | +1.2% | -10.8% | -9.9% |
| YTD | +6.0% | +9.3% | -3.3% | +4.8% |
| 1Y | +9.3% | -18.0% | +27.3% | +10.2% |
| 3Y | +57.7% | -29.0% | +86.7% | +60.0% |
| All | +79.1% | -8.7% | +87.8% | +65.2% |
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 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