+4,850.5%
CL vs MOS
+155.8%
+4,694.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.6% |
| 7D | -2.2% | +9.5% | -11.7% | -2.9% |
| 30D | -4.8% | +10.4% | -15.3% | -5.7% |
| 3M | +4.9% | +12.9% | -8.0% | +3.6% |
| 6M | -5.7% | +1.2% | -7.0% | -6.3% |
| YTD | +14.4% | +9.3% | +5.1% | +12.8% |
| 1Y | +8.7% | -18.0% | +26.7% | +9.6% |
| 3Y | +30.0% | -29.0% | +59.0% | +31.2% |
| 5Y | +28.4% | -9.6% | +37.9% | +24.2% |
| 10Y | +50.1% | +6.1% | +44.0% | +36.0% |
| All | +4,850.5% | +155.8% | +4,694.7% | +3,098.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling