+232.4%
CRM vs MOS
+13.3%
+219.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.1% |
| 7D | -8.1% | +0.5% | -8.6% | -8.2% |
| 30D | +23.1% | +10.9% | +12.2% | +20.6% |
| 3M | +42.5% | +29.2% | +13.3% | +35.5% |
| 6M | +25.3% | -2.3% | +27.6% | +24.2% |
| YTD | -7.8% | +8.3% | -16.1% | -10.8% |
| 1Y | +1.0% | -21.2% | +22.2% | +3.6% |
| 3Y | +10.0% | -25.9% | +35.9% | +11.5% |
| 5Y | -3.9% | -9.4% | +5.5% | -9.4% |
| All | +232.4% | +13.3% | +219.1% | +179.6% |
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 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