+44.1%
CSGP vs MOS
+5.8%
+38.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.8% | -2.6% |
| 7D | -4.1% | +9.5% | -13.6% | -5.4% |
| 30D | +2.3% | +10.4% | -8.1% | +0.7% |
| 3M | -8.2% | +12.9% | -21.1% | -10.2% |
| 6M | -35.1% | +1.2% | -36.3% | -35.9% |
| YTD | -54.0% | +9.3% | -63.3% | -55.3% |
| 1Y | -65.3% | -18.0% | -47.3% | -64.8% |
| 3Y | -62.6% | -29.0% | -33.5% | -61.8% |
| 5Y | -64.8% | -9.6% | -55.2% | -66.8% |
| All | +44.1% | +5.8% | +38.3% | +27.4% |
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