+96.4%
CLF vs MOS
+8.5%
+87.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +3.3% | -15.5% | -14.1% |
| 7D | -21.0% | +22.5% | -43.5% | -31.4% |
| 30D | -8.0% | +6.6% | -14.6% | -14.1% |
| 3M | -10.9% | -3.8% | -7.1% | -12.2% |
| 6M | +5.8% | -2.2% | +8.0% | +2.4% |
| YTD | -15.1% | -4.8% | -10.4% | -19.6% |
| 1Y | +7.2% | -11.7% | +18.9% | +5.3% |
| 3Y | -34.2% | -26.5% | -7.7% | -31.6% |
| 5Y | -49.6% | -32.2% | -17.4% | -49.2% |
| All | +96.4% | +8.5% | +87.9% | +44.2% |
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