-34.0%
CLF vs MOS
-26.6%
-7.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | -19.6% | +21.6% | -41.2% | -25.3% |
| 30D | -5.0% | +12.0% | -16.9% | -9.4% |
| 3M | -6.3% | -3.9% | -2.4% | -5.4% |
| 6M | +2.8% | -3.3% | +6.1% | +3.0% |
| YTD | -13.7% | -4.6% | -9.1% | -15.5% |
| 1Y | +13.6% | -7.0% | +20.6% | +11.6% |
| 3Y | -34.0% | -24.4% | -9.6% | -33.6% |
| All | -34.0% | -26.6% | -7.4% | -33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling