-41.2%
CLF vs MOS
-30.3%
-10.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.0% | +3.9% | +4.5% |
| 7D | -9.1% | +24.8% | -33.9% | -18.8% |
| 30D | -0.9% | +22.7% | -23.6% | -11.2% |
| 3M | +3.0% | -1.2% | +4.2% | +1.6% |
| 6M | +16.7% | +5.5% | +11.2% | +10.9% |
| YTD | -3.2% | -2.0% | -1.2% | -7.6% |
| 1Y | +24.6% | -7.9% | +32.6% | +21.9% |
| 3Y | -22.3% | -25.0% | +2.7% | -19.6% |
| 5Y | -41.2% | -27.7% | -13.5% | -42.3% |
| All | -41.2% | -30.3% | -10.9% | -42.3% |
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