+2,336.0%
CLX vs MOS
+155.8%
+2,180.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.4% |
| 7D | -9.2% | +9.5% | -18.8% | -9.8% |
| 30D | -11.0% | +10.4% | -21.5% | -11.6% |
| 3M | +5.0% | +12.9% | -7.8% | +4.1% |
| 6M | -18.8% | +1.2% | -20.1% | -19.2% |
| YTD | -4.4% | +9.3% | -13.7% | -5.3% |
| 1Y | -21.9% | -18.0% | -3.9% | -21.4% |
| 3Y | -32.8% | -29.0% | -3.7% | -32.2% |
| 5Y | -34.6% | -9.6% | -25.0% | -36.0% |
| 10Y | -4.7% | +6.1% | -10.8% | -11.3% |
| All | +2,336.0% | +155.8% | +2,180.2% | +1,603.5% |
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 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