+5,435.1%
CL vs MOS
+122.8%
+5,312.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.4% | -0.3% |
| 7D | +5.9% | +22.5% | -16.6% | +4.1% |
| 30D | +13.8% | +6.6% | +7.1% | +13.0% |
| 3M | +6.4% | -3.8% | +10.2% | +6.5% |
| 6M | +15.6% | -2.2% | +17.8% | +15.3% |
| YTD | +27.9% | -4.8% | +32.7% | +27.3% |
| 1Y | +31.4% | -11.7% | +43.1% | +31.5% |
| 3Y | +41.4% | -26.5% | +67.9% | +42.1% |
| 5Y | +42.8% | -32.2% | +75.0% | +41.6% |
| 10Y | +79.7% | +10.2% | +69.5% | +61.7% |
| All | +5,435.1% | +122.8% | +5,312.3% | +3,509.8% |
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