+503.8%
CMI vs MOS
+11.1%
+492.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.5% |
| 7D | +1.9% | +7.1% | -5.2% | +0.1% |
| 30D | -12.5% | +15.0% | -27.6% | -15.8% |
| 3M | -16.2% | +24.1% | -40.3% | -21.3% |
| 6M | +4.9% | +2.7% | +2.1% | +2.4% |
| YTD | +11.1% | +12.2% | -1.0% | +5.9% |
| 1Y | +43.4% | -16.3% | +59.7% | +46.4% |
| 3Y | +154.1% | -23.3% | +177.4% | +158.0% |
| 5Y | +169.5% | -4.2% | +173.7% | +140.8% |
| 10Y | +503.8% | +12.6% | +491.2% | +380.2% |
| All | +503.8% | +11.1% | +492.7% | +380.2% |
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