+77.5%
CSGP vs MOS
+8.8%
+68.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +17.4% | -13.3% | +1.6% |
| 7D | +18.3% | +17.9% | +0.4% | +15.5% |
| 30D | +17.8% | +1.6% | +16.2% | +17.3% |
| 3M | +9.3% | -4.0% | +13.2% | +9.4% |
| 6M | -7.9% | -4.1% | -3.8% | -8.2% |
| YTD | -51.5% | -7.8% | -43.7% | -51.8% |
| 1Y | -53.3% | -15.6% | -37.7% | -53.0% |
| 3Y | -57.9% | -28.9% | -29.0% | -57.2% |
| 5Y | -61.3% | -36.8% | -24.5% | -61.4% |
| 10Y | +77.5% | +6.7% | +70.9% | +57.2% |
| All | +77.5% | +8.8% | +68.7% | +57.2% |
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 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