+30.3%
CLX vs MOS
-4.2%
+34.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.6% | +5.8% | +1.4% |
| 7D | +8.5% | -2.6% | +11.1% | +8.6% |
| 30D | +30.0% | +13.5% | +16.5% | +29.5% |
| 3M | +3.8% | -2.9% | +6.7% | +3.7% |
| 6M | +24.6% | -1.0% | +25.6% | +24.5% |
| YTD | +12.8% | -7.2% | +20.0% | +12.7% |
| 1Y | +8.6% | -11.4% | +20.0% | +8.6% |
| 3Y | -8.6% | -29.0% | +20.3% | -8.5% |
| 5Y | -21.8% | -34.0% | +12.2% | -21.5% |
| All | +30.3% | -4.2% | +34.4% | +31.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling