+323.6%
CMG vs MOS
+11.1%
+312.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.5% |
| 7D | -1.5% | +7.1% | -8.5% | -2.7% |
| 30D | +12.7% | +15.0% | -2.3% | +9.8% |
| 3M | +26.3% | +24.1% | +2.2% | +20.9% |
| 6M | +4.5% | +2.7% | +1.8% | +2.6% |
| YTD | -0.1% | +12.2% | -12.3% | -3.8% |
| 1Y | -6.8% | -16.3% | +9.5% | -5.3% |
| 3Y | -5.0% | -23.3% | +18.3% | -4.2% |
| 5Y | -3.0% | -4.2% | +1.1% | -11.1% |
| 10Y | +323.6% | +12.6% | +311.0% | +191.7% |
| All | +323.6% | +11.1% | +312.5% | +191.7% |
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