+205.1%
CRM vs MOS
-3.5%
+208.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | +2.0% | -2.0% | +3.9% | +2.3% |
| 30D | -7.7% | +15.3% | -23.0% | -10.3% |
| 3M | +8.4% | +1.5% | +6.9% | +7.3% |
| 6M | +31.9% | -2.0% | +33.9% | +30.7% |
| YTD | -17.2% | -6.5% | -10.7% | -18.3% |
| 1Y | -8.6% | -11.1% | +2.4% | -9.0% |
| 3Y | +3.1% | -30.3% | +33.4% | +5.1% |
| 5Y | -27.6% | -33.5% | +5.9% | -27.9% |
| All | +205.1% | -3.5% | +208.6% | +158.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling