+3,812.5%
CMG vs MOS
+109.2%
+3,703.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.9% | -2.8% |
| 7D | +8.0% | +21.6% | -13.6% | +3.7% |
| 30D | +11.9% | +12.0% | -0.1% | +9.1% |
| 3M | +2.1% | -3.9% | +6.0% | +2.4% |
| 6M | +5.2% | -3.3% | +8.5% | +4.7% |
| YTD | -6.9% | -4.6% | -2.3% | -8.1% |
| 1Y | +12.7% | -7.0% | +19.6% | +11.7% |
| 3Y | -16.8% | -24.4% | +7.6% | -16.2% |
| 5Y | -4.1% | -32.1% | +28.0% | -5.3% |
| 10Y | +364.7% | +10.3% | +354.4% | +264.6% |
| All | +3,812.5% | +109.2% | +3,703.3% | +1,542.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling