+5,062.8%
CRM vs MOS
+123.6%
+4,939.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | +2.0% | -2.0% | +3.9% | +2.4% |
| 30D | -7.7% | +15.3% | -23.0% | -11.5% |
| 3M | +8.4% | +1.5% | +6.9% | +6.8% |
| 6M | +31.9% | -2.0% | +33.9% | +30.0% |
| YTD | -17.2% | -6.5% | -10.7% | -18.8% |
| 1Y | -8.6% | -11.1% | +2.4% | -9.4% |
| 3Y | +3.1% | -30.3% | +33.4% | +5.6% |
| 5Y | -27.6% | -33.5% | +5.9% | -28.7% |
| 10Y | +197.6% | -3.3% | +201.0% | +128.8% |
| All | +5,062.8% | +123.6% | +4,939.2% | +2,738.5% |
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