+15.6%
MOS vs CLBK
+67.9%
-52.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +9.5% | +1.2% | +8.3% | +8.9% |
| 30D | +10.4% | +9.1% | +1.3% | +5.8% |
| 3M | +12.9% | +27.7% | -14.8% | +0.1% |
| 6M | +1.2% | +40.8% | -39.6% | -14.7% |
| YTD | +9.3% | +66.4% | -57.1% | -15.8% |
| 1Y | -18.0% | +72.4% | -90.4% | -38.2% |
| 3Y | -29.0% | +50.7% | -79.7% | -45.5% |
| 5Y | -9.6% | +42.9% | -52.5% | -37.9% |
| All | +15.6% | +67.9% | -52.3% | -31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling