-23.8%
CLX vs MOS
-15.9%
-7.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -1.8% |
| 7D | -3.5% | +7.1% | -10.6% | -4.1% |
| 30D | -11.9% | +15.0% | -26.9% | -13.0% |
| 3M | -2.6% | +24.1% | -26.7% | -4.4% |
| 6M | -18.2% | +2.7% | -20.9% | -19.3% |
| YTD | -5.9% | +12.2% | -18.1% | -8.3% |
| 1Y | -23.8% | -16.3% | -7.5% | -25.1% |
| All | -23.8% | -15.9% | -7.9% | -25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling