-30.8%
CCL vs MOS
+0.4%
-31.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.2% |
| 7D | -1.5% | +5.5% | -7.0% | -4.3% |
| 30D | +16.5% | +21.0% | -4.5% | +4.8% |
| 3M | +11.2% | -0.5% | +11.7% | +9.1% |
| 6M | +22.6% | +6.6% | +16.0% | +15.1% |
| YTD | +2.6% | -2.8% | +5.4% | -2.7% |
| 1Y | +17.0% | -8.1% | +25.0% | +13.8% |
| 3Y | +145.5% | -25.6% | +171.1% | +149.5% |
| 5Y | +36.1% | -29.8% | +65.9% | +26.6% |
| All | -30.8% | +0.4% | -31.2% | -64.7% |
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