-26.8%
CLS vs MOS
-7.3%
-19.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.8% | +9.3% | +8.5% |
| 7D | +2.8% | +5.5% | -2.7% | +2.7% |
| 30D | -30.1% | +21.0% | -51.0% | -30.5% |
| 3M | -21.7% | -0.5% | -21.3% | -21.0% |
| 6M | -36.2% | +6.6% | -42.8% | -36.4% |
| YTD | -17.8% | -2.8% | -15.1% | -14.9% |
| 1Y | -26.8% | -8.1% | -18.7% | -24.4% |
| All | -26.8% | -7.3% | -19.5% | -24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling