+732.7%
CLS vs MOS
-26.6%
+759.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -22.2% | +21.6% | -43.8% | -25.7% |
| 30D | -44.4% | +12.0% | -56.3% | -45.8% |
| 3M | -34.3% | -3.9% | -30.4% | -34.0% |
| 6M | -50.1% | -3.3% | -46.7% | -50.2% |
| YTD | -30.1% | -4.6% | -25.4% | -31.2% |
| 1Y | -39.3% | -7.0% | -32.4% | -40.2% |
| 3Y | +732.7% | -24.4% | +757.1% | +718.1% |
| All | +732.7% | -26.6% | +759.3% | +718.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling