+2,093.5%
CLS vs MOS
+13.9%
+2,079.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | +3.3% | -16.3% | -14.0% |
| 7D | -27.3% | +22.5% | -49.8% | -32.5% |
| 30D | -47.0% | +6.6% | -53.7% | -48.7% |
| 3M | -43.3% | -3.8% | -39.5% | -43.8% |
| 6M | -50.8% | -2.2% | -48.6% | -51.6% |
| YTD | -30.4% | -4.8% | -25.7% | -32.1% |
| 1Y | -41.7% | -11.7% | -30.0% | -42.1% |
| 3Y | +701.4% | -26.5% | +727.9% | +720.1% |
| 5Y | +1,767.8% | -32.2% | +1,800.0% | +1,761.3% |
| 10Y | +1,636.8% | +10.2% | +1,626.6% | +1,239.9% |
| All | +2,093.5% | +13.9% | +2,079.6% | +1,183.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling