+477.8%
CMS vs MOS
+122.8%
+355.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.7% | -0.8% |
| 7D | +1.7% | +22.5% | -20.8% | -0.7% |
| 30D | +8.6% | +6.6% | +2.0% | +7.6% |
| 3M | -0.5% | -3.8% | +3.3% | -0.5% |
| 6M | -4.2% | -2.2% | -2.0% | -4.6% |
| YTD | +3.4% | -4.8% | +8.2% | +2.8% |
| 1Y | +0.4% | -11.7% | +12.1% | +0.5% |
| 3Y | +38.2% | -26.5% | +64.7% | +39.3% |
| 5Y | +35.4% | -32.2% | +67.6% | +34.3% |
| 10Y | +131.7% | +10.2% | +121.5% | +100.7% |
| All | +477.8% | +122.8% | +355.0% | +254.4% |
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