-7.9%
MOS vs CRL
+106.9%
-114.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.0% |
| 7D | +24.8% | -1.7% | +26.5% | +24.8% |
| 30D | +22.7% | +14.6% | +8.1% | +20.2% |
| 3M | -1.2% | +24.8% | -26.1% | -4.4% |
| 6M | +5.5% | +94.7% | -89.1% | -2.9% |
| YTD | -2.0% | +73.4% | -75.3% | -11.0% |
| 1Y | -7.9% | +104.7% | -112.6% | -19.5% |
| All | -7.9% | +106.9% | -114.8% | -19.5% |
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