+459.7%
CMS vs MOS
+155.8%
+303.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.3% |
| 7D | +0.4% | +9.5% | -9.2% | -0.7% |
| 30D | -3.6% | +10.4% | -14.0% | -4.8% |
| 3M | -1.9% | +12.9% | -14.8% | -3.6% |
| 6M | -11.0% | +1.2% | -12.2% | -11.7% |
| YTD | +0.2% | +9.3% | -9.1% | -1.7% |
| 1Y | -1.3% | -18.0% | +16.7% | -0.3% |
| 3Y | +35.9% | -29.0% | +65.0% | +37.8% |
| 5Y | +23.1% | -9.6% | +32.7% | +18.1% |
| 10Y | +117.9% | +6.1% | +111.8% | +90.8% |
| All | +459.7% | +155.8% | +303.9% | +239.0% |
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