-7.0%
MOS vs CRL
+101.2%
-108.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.8% | -7.7% | 0.0% |
| 7D | +21.6% | -6.1% | +27.7% | +21.9% |
| 30D | +12.0% | +12.4% | -0.4% | +9.7% |
| 3M | -3.9% | +27.1% | -31.0% | -7.3% |
| 6M | -3.3% | +85.7% | -89.0% | -10.8% |
| YTD | -4.6% | +69.2% | -73.8% | -13.0% |
| 1Y | -7.0% | +97.5% | -104.5% | -17.1% |
| All | -7.0% | +101.2% | -108.2% | -17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling