+5,066.8%
CRM vs MOS
+132.5%
+4,934.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.3% |
| 7D | -4.0% | +5.5% | -9.5% | -5.3% |
| 30D | -6.8% | +21.0% | -27.8% | -11.7% |
| 3M | +10.6% | -0.5% | +11.1% | +9.5% |
| 6M | +23.4% | +6.6% | +16.8% | +19.0% |
| YTD | -17.1% | -2.8% | -14.4% | -19.5% |
| 1Y | -10.1% | -8.1% | -2.0% | -11.5% |
| 3Y | +4.0% | -25.6% | +29.6% | +4.7% |
| 5Y | -26.7% | -29.8% | +3.1% | -28.8% |
| 10Y | +197.9% | +0.6% | +197.3% | +126.8% |
| All | +5,066.8% | +132.5% | +4,934.2% | +2,713.9% |
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 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