+37.7%
CMI vs MOS
-18.2%
+56.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.6% |
| 7D | +0.8% | +0.5% | +0.3% | +0.8% |
| 30D | -12.8% | +10.9% | -23.7% | -13.6% |
| 3M | -12.4% | +29.2% | -41.7% | -15.3% |
| 6M | -0.9% | -2.3% | +1.4% | -1.9% |
| YTD | +8.9% | +8.3% | +0.5% | +8.7% |
| 1Y | +37.7% | -21.2% | +58.9% | +43.5% |
| All | +37.7% | -18.2% | +56.0% | +43.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling