+19.1%
CLX vs MOS
+8.6%
+10.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.3% |
| 7D | +13.6% | +21.6% | -8.0% | +13.0% |
| 30D | +23.4% | +12.0% | +11.4% | +23.0% |
| 3M | -2.8% | -3.9% | +1.0% | -2.9% |
| 6M | +14.0% | -3.3% | +17.3% | +13.9% |
| YTD | +4.2% | -4.6% | +8.8% | +4.1% |
| 1Y | -1.2% | -7.0% | +5.8% | -1.3% |
| 3Y | -12.7% | -24.4% | +11.7% | -12.6% |
| 5Y | -26.5% | -32.1% | +5.6% | -26.3% |
| All | +19.1% | +8.6% | +10.5% | +23.3% |
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