-16.8%
CMG vs MOS
-26.6%
+9.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.9% | -2.8% |
| 7D | +8.0% | +21.6% | -13.6% | +5.8% |
| 30D | +11.9% | +12.0% | -0.1% | +10.4% |
| 3M | +2.1% | -3.9% | +6.0% | +2.0% |
| 6M | +5.2% | -3.3% | +8.5% | +4.8% |
| YTD | -6.9% | -4.6% | -2.3% | -8.1% |
| 1Y | +12.7% | -7.0% | +19.6% | +11.5% |
| 3Y | -16.8% | -24.4% | +7.6% | -17.5% |
| All | -16.8% | -26.6% | +9.8% | -17.5% |
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