+99.7%
CLF vs MOS
+8.6%
+91.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | -19.6% | +21.6% | -41.2% | -29.9% |
| 30D | -5.0% | +12.0% | -16.9% | -13.7% |
| 3M | -6.3% | -3.9% | -2.4% | -7.6% |
| 6M | +2.8% | -3.3% | +6.1% | +0.1% |
| YTD | -13.7% | -4.6% | -9.1% | -18.3% |
| 1Y | +13.6% | -7.0% | +20.6% | +8.0% |
| 3Y | -34.0% | -24.4% | -9.6% | -32.6% |
| 5Y | -48.7% | -32.1% | -16.6% | -48.3% |
| All | +99.7% | +8.6% | +91.1% | +46.5% |
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