+16,187.0%
CMI vs MOS
+127.2%
+16,059.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.8% | +1.8% | +3.1% |
| 7D | -6.8% | +19.7% | -26.5% | -12.8% |
| 30D | -10.9% | +21.5% | -32.4% | -17.1% |
| 3M | -27.3% | -0.4% | -26.9% | -28.5% |
| 6M | -30.9% | +4.5% | -35.4% | -33.6% |
| YTD | -7.7% | -2.9% | -4.8% | -10.4% |
| 1Y | 0.0% | -7.7% | +7.7% | -1.9% |
| 3Y | +130.1% | -25.6% | +155.7% | +133.6% |
| 5Y | +121.5% | -31.2% | +152.6% | +115.2% |
| 10Y | +339.4% | +2.8% | +336.5% | +220.9% |
| All | +16,187.0% | +127.2% | +16,059.8% | +7,457.6% |
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