-4.7%
CRM vs MOS
-4.4%
-0.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.8% |
| 7D | -5.0% | +1.7% | -6.6% | -5.2% |
| 30D | +23.6% | +11.7% | +11.9% | +21.4% |
| 3M | +39.6% | +23.2% | +16.4% | +34.6% |
| 6M | +23.4% | -1.6% | +25.1% | +22.6% |
| YTD | -7.4% | +10.8% | -18.2% | -10.4% |
| 1Y | -2.3% | -16.2% | +13.9% | -0.7% |
| 3Y | +10.5% | -24.2% | +34.7% | +11.7% |
| 5Y | -4.7% | -6.6% | +1.9% | -20.9% |
| All | -4.7% | -4.4% | -0.3% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling