-47.8%
CLF vs MOS
-8.7%
-39.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.1% |
| 7D | +7.6% | +9.5% | -2.0% | +3.1% |
| 30D | -1.2% | +10.4% | -11.6% | -6.1% |
| 3M | -13.4% | +12.9% | -26.3% | -19.0% |
| 6M | +15.4% | +1.2% | +14.2% | +11.1% |
| YTD | -5.9% | +9.3% | -15.2% | -13.4% |
| 1Y | +18.8% | -18.0% | +36.8% | +25.9% |
| 3Y | -19.4% | -29.0% | +9.6% | -12.3% |
| All | -47.8% | -8.7% | -39.1% | -58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling