+20.4%
CLF vs MOS
-11.3%
+31.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.3% |
| 7D | +10.4% | -2.0% | +12.4% | +10.6% |
| 30D | +0.6% | +15.3% | -14.8% | -1.6% |
| 3M | +4.1% | +1.5% | +2.6% | +5.6% |
| 6M | +15.1% | -2.0% | +17.1% | +16.9% |
| YTD | -4.7% | -6.5% | +1.8% | -1.7% |
| 1Y | +20.4% | -11.1% | +31.4% | +24.6% |
| All | +20.4% | -11.3% | +31.7% | +24.6% |
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