+0.4%
CMS vs MOS
-16.7%
+17.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.7% | -0.5% |
| 7D | +1.7% | +22.5% | -20.8% | +1.0% |
| 30D | +8.6% | +6.6% | +2.0% | +8.3% |
| 3M | -0.5% | -3.8% | +3.3% | -0.4% |
| 6M | -4.2% | -2.2% | -2.0% | -4.2% |
| YTD | +3.4% | -4.8% | +8.2% | +3.1% |
| 1Y | +0.4% | -11.7% | +12.1% | -0.1% |
| All | +0.4% | -16.7% | +17.2% | -0.1% |
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