+335.6%
CMI vs MOS
-4.2%
+339.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.9% | -0.6% |
| 7D | +1.5% | -2.6% | +4.1% | +2.1% |
| 30D | -14.0% | +13.5% | -27.4% | -17.2% |
| 3M | -28.3% | -2.9% | -25.4% | -28.7% |
| 6M | -34.9% | -1.0% | -33.9% | -35.9% |
| YTD | -9.9% | -7.2% | -2.7% | -10.8% |
| 1Y | -3.6% | -11.4% | +7.8% | -3.8% |
| 3Y | +120.9% | -29.0% | +149.9% | +126.9% |
| 5Y | +116.1% | -34.0% | +150.1% | +112.5% |
| All | +335.6% | -4.2% | +339.8% | +241.8% |
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