+80.4%
CLF vs MOS
-4.2%
+84.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.0% | +2.0% |
| 7D | +16.0% | -2.6% | +18.5% | +17.6% |
| 30D | +1.6% | +13.5% | -11.8% | -8.2% |
| 3M | +6.7% | -2.9% | +9.6% | +4.5% |
| 6M | +21.1% | -1.0% | +22.1% | +16.5% |
| YTD | -1.6% | -7.2% | +5.6% | -5.5% |
| 1Y | +18.5% | -11.4% | +29.9% | +16.0% |
| 3Y | -21.0% | -29.0% | +8.0% | -16.2% |
| 5Y | -41.4% | -34.0% | -7.4% | -40.0% |
| All | +80.4% | -4.2% | +84.6% | +30.2% |
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 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