-18.0%
MOS vs CLBK
+73.3%
-91.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +9.5% | +1.2% | +8.3% | +9.4% |
| 30D | +10.4% | +9.1% | +1.3% | +9.2% |
| 3M | +12.9% | +27.7% | -14.8% | +9.3% |
| 6M | +1.2% | +40.8% | -39.6% | -3.5% |
| YTD | +9.3% | +66.4% | -57.1% | -0.8% |
| 1Y | -18.0% | +72.4% | -90.4% | -25.8% |
| All | -18.0% | +73.3% | -91.3% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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