+339.4%
CMI vs MOS
+6.2%
+333.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.8% | +1.8% | +3.2% |
| 7D | -6.8% | +19.7% | -26.5% | -11.4% |
| 30D | -10.9% | +21.5% | -32.4% | -15.6% |
| 3M | -27.3% | -0.4% | -26.9% | -28.1% |
| 6M | -30.9% | +4.5% | -35.4% | -32.9% |
| YTD | -7.7% | -2.9% | -4.8% | -9.6% |
| 1Y | 0.0% | -7.7% | +7.7% | -1.1% |
| 3Y | +130.1% | -25.6% | +155.7% | +133.8% |
| 5Y | +121.5% | -31.2% | +152.6% | +115.7% |
| 10Y | +339.4% | +2.8% | +336.5% | +238.3% |
| All | +339.4% | +6.2% | +333.2% | +238.3% |
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