+1,767.8%
CLS vs MOS
-31.6%
+1,799.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | +3.3% | -16.3% | -13.8% |
| 7D | -27.3% | +22.5% | -49.8% | -31.3% |
| 30D | -47.0% | +6.6% | -53.7% | -48.2% |
| 3M | -43.3% | -3.8% | -39.5% | -43.4% |
| 6M | -50.8% | -2.2% | -48.6% | -51.3% |
| YTD | -30.4% | -4.8% | -25.7% | -31.7% |
| 1Y | -41.7% | -11.7% | -30.0% | -41.7% |
| 3Y | +701.4% | -26.5% | +727.9% | +715.1% |
| 5Y | +1,767.8% | -32.2% | +1,800.0% | +1,620.9% |
| All | +1,767.8% | -31.6% | +1,799.3% | +1,620.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling