+6,032.9%
CRM vs MOS
+161.4%
+5,871.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.3% |
| 7D | +1.3% | +9.5% | -8.3% | -1.1% |
| 30D | +34.3% | +10.4% | +23.9% | +30.7% |
| 3M | +37.7% | +12.9% | +24.8% | +32.5% |
| 6M | +34.9% | +1.2% | +33.7% | +31.8% |
| YTD | -1.6% | +9.3% | -11.0% | -6.4% |
| 1Y | +7.1% | -18.0% | +25.1% | +9.2% |
| 3Y | +19.0% | -29.0% | +48.1% | +22.2% |
| 5Y | -1.3% | -9.6% | +8.3% | -9.9% |
| 10Y | +251.2% | +6.1% | +245.1% | +165.9% |
| All | +6,032.9% | +161.4% | +5,871.5% | +3,170.2% |
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