+1,628.1%
CLS vs MOS
+8.6%
+1,619.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -22.2% | +21.6% | -43.8% | -27.8% |
| 30D | -44.4% | +12.0% | -56.3% | -47.0% |
| 3M | -34.3% | -3.9% | -30.4% | -34.7% |
| 6M | -50.1% | -3.3% | -46.7% | -50.8% |
| YTD | -30.1% | -4.6% | -25.4% | -31.9% |
| 1Y | -39.3% | -7.0% | -32.4% | -40.8% |
| 3Y | +732.7% | -24.4% | +757.1% | +743.2% |
| 5Y | +1,777.2% | -32.1% | +1,809.3% | +1,735.7% |
| All | +1,628.1% | +8.6% | +1,619.5% | +1,076.1% |
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