-61.5%
CSGP vs MOS
-31.6%
-29.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.3% | -4.9% | -2.0% |
| 7D | +13.9% | +22.5% | -8.6% | +11.1% |
| 30D | +16.0% | +6.6% | +9.4% | +14.9% |
| 3M | +6.1% | -3.8% | +9.9% | +6.1% |
| 6M | -8.2% | -2.2% | -6.0% | -8.6% |
| YTD | -52.3% | -4.8% | -47.6% | -52.8% |
| 1Y | -54.5% | -11.7% | -42.8% | -54.5% |
| 3Y | -58.6% | -26.5% | -32.1% | -58.3% |
| 5Y | -61.5% | -32.2% | -29.3% | -64.4% |
| All | -61.5% | -31.6% | -29.9% | -64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling