+145.1%
CCL vs MOS
-26.6%
+171.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | -0.1% |
| 7D | +2.6% | +21.6% | -19.0% | -2.1% |
| 30D | +13.1% | +12.0% | +1.1% | +9.8% |
| 3M | +3.3% | -3.9% | +7.2% | +3.3% |
| 6M | +8.7% | -3.3% | +12.0% | +8.0% |
| YTD | -1.6% | -4.6% | +3.1% | -4.0% |
| 1Y | +14.0% | -7.0% | +21.0% | +11.6% |
| 3Y | +145.1% | -24.4% | +169.6% | +142.2% |
| All | +145.1% | -26.6% | +171.8% | +142.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling