+2.8%
MOS vs CRL
+400.8%
-398.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.7% | -2.9% | +0.4% |
| 7D | +19.7% | +4.4% | +15.3% | +17.3% |
| 30D | +21.5% | +17.1% | +4.4% | +14.1% |
| 3M | -0.4% | +32.1% | -32.5% | -10.3% |
| 6M | +4.5% | +98.9% | -94.4% | -18.3% |
| YTD | -2.9% | +77.1% | -80.0% | -22.5% |
| 1Y | -7.7% | +110.3% | -118.0% | -30.8% |
| 3Y | -25.6% | +108.5% | -134.1% | -48.0% |
| 5Y | -31.2% | -7.9% | -23.3% | -34.4% |
| 10Y | +2.8% | +368.9% | -366.1% | -58.2% |
| All | +2.8% | +400.8% | -398.0% | -58.2% |
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