+20.2%
CLF vs MOS
-16.2%
+36.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +17.4% | -26.6% | -11.4% |
| 7D | -7.9% | +17.9% | -25.8% | -10.3% |
| 30D | +5.2% | +1.6% | +3.7% | +6.0% |
| 3M | +4.3% | -4.0% | +8.3% | +7.1% |
| 6M | +25.3% | -4.1% | +29.4% | +27.7% |
| YTD | -3.3% | -7.8% | +4.5% | -1.0% |
| 1Y | +20.2% | -15.6% | +35.8% | +23.6% |
| All | +20.2% | -16.2% | +36.4% | +23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling