+1,929.4%
CLS vs MOS
-1.8%
+1,931.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.8% | +9.3% | +8.8% |
| 7D | +2.8% | +5.5% | -2.7% | +0.9% |
| 30D | -30.1% | +21.0% | -51.0% | -35.0% |
| 3M | -21.7% | -0.5% | -21.3% | -23.1% |
| 6M | -36.2% | +6.6% | -42.8% | -39.1% |
| YTD | -17.8% | -2.8% | -15.1% | -20.5% |
| 1Y | -26.8% | -8.1% | -18.7% | -28.2% |
| 3Y | +853.4% | -25.6% | +879.0% | +871.9% |
| 5Y | +2,005.0% | -29.8% | +2,034.8% | +1,934.9% |
| 10Y | +1,929.4% | +0.6% | +1,928.9% | +1,252.6% |
| All | +1,929.4% | -1.8% | +1,931.2% | +1,252.6% |
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 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