+383.6%
CMG vs MOS
+6.2%
+377.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.8% | +2.0% | +3.5% |
| 7D | +8.6% | +19.7% | -11.1% | +5.0% |
| 30D | +13.1% | +21.5% | -8.4% | +9.0% |
| 3M | +9.0% | -0.4% | +9.4% | +8.5% |
| 6M | +10.0% | +4.5% | +5.5% | +8.1% |
| YTD | -3.4% | -2.9% | -0.5% | -4.9% |
| 1Y | +16.8% | -7.7% | +24.6% | +16.1% |
| 3Y | -14.7% | -25.6% | +10.9% | -13.8% |
| 5Y | -1.5% | -31.2% | +29.6% | -3.3% |
| 10Y | +383.6% | +2.8% | +380.8% | +221.2% |
| All | +383.6% | +6.2% | +377.4% | +221.2% |
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 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