-1.6%
MOS vs CRL
+353.6%
-355.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.6% |
| 7D | +24.8% | -1.7% | +26.5% | +24.7% |
| 30D | +22.7% | +14.6% | +8.1% | +16.0% |
| 3M | -1.2% | +24.8% | -26.1% | -9.4% |
| 6M | +5.5% | +94.7% | -89.1% | -17.0% |
| YTD | -2.0% | +73.4% | -75.3% | -21.2% |
| 1Y | -7.9% | +104.7% | -112.6% | -30.4% |
| 3Y | -25.0% | +101.1% | -126.0% | -46.9% |
| 5Y | -27.7% | -10.8% | -17.0% | -30.3% |
| 10Y | -1.6% | +358.8% | -360.4% | -59.8% |
| All | -1.6% | +353.6% | -355.2% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling