-8.1%
MOS vs CRL
+101.9%
-110.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.8% |
| 7D | +5.5% | +5.0% | +0.4% | +5.3% |
| 30D | +21.0% | +13.5% | +7.4% | +18.5% |
| 3M | -0.5% | +21.5% | -22.0% | -3.4% |
| 6M | +6.6% | +103.4% | -96.8% | -2.3% |
| YTD | -2.8% | +71.8% | -74.6% | -11.8% |
| 1Y | -8.1% | +97.5% | -105.6% | -19.0% |
| All | -8.1% | +101.9% | -110.0% | -19.0% |
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