-26.7%
CLX vs MOS
-31.6%
+4.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.7% | +0.4% |
| 7D | +12.4% | +22.5% | -10.1% | +11.4% |
| 30D | +21.1% | +6.6% | +14.5% | +20.6% |
| 3M | -3.3% | -3.8% | +0.5% | -3.4% |
| 6M | +18.8% | -2.2% | +21.0% | +18.6% |
| YTD | +3.9% | -4.8% | +8.7% | +3.7% |
| 1Y | -3.8% | -11.7% | +7.9% | -3.9% |
| 3Y | -10.5% | -26.5% | +16.0% | -10.3% |
| 5Y | -26.7% | -32.2% | +5.5% | -23.6% |
| All | -26.7% | -31.6% | +4.9% | -23.6% |
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