-2.5%
CMG vs MOS
-8.7%
+6.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.8% |
| 7D | -2.8% | +9.5% | -12.3% | -3.9% |
| 30D | +7.1% | +10.4% | -3.3% | +5.8% |
| 3M | +31.2% | +12.9% | +18.3% | +28.8% |
| 6M | +0.7% | +1.2% | -0.6% | -0.4% |
| YTD | -0.1% | +9.3% | -9.4% | -2.4% |
| 1Y | -10.7% | -18.0% | +7.2% | -9.7% |
| 3Y | -4.7% | -29.0% | +24.4% | -3.0% |
| All | -2.5% | -8.7% | +6.3% | -7.6% |
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