+1,225.8%
CLS vs MOS
-29.5%
+1,255.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.5% |
| 7D | +4.6% | +9.5% | -5.0% | +2.2% |
| 30D | -13.9% | +10.4% | -24.3% | -16.2% |
| 3M | -26.6% | +12.9% | -39.5% | -29.1% |
| 6M | +15.4% | +1.2% | +14.2% | +13.4% |
| YTD | +5.7% | +9.3% | -3.6% | +0.9% |
| 1Y | +41.1% | -18.0% | +59.1% | +46.2% |
| All | +1,225.8% | -29.5% | +1,255.2% | +1,231.1% |
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