-24.5%
MOS vs CRL
+72.9%
-97.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.1% | +7.4% | +3.9% |
| 7D | +22.5% | -16.8% | +39.3% | +25.9% |
| 30D | +6.6% | +2.6% | +4.0% | +5.0% |
| 3M | -3.8% | +20.1% | -23.9% | -8.3% |
| 6M | -2.2% | +68.8% | -71.0% | -13.2% |
| YTD | -4.8% | +56.9% | -61.7% | -15.0% |
| 1Y | -11.7% | +86.7% | -98.4% | -24.4% |
| All | -24.5% | +72.9% | -97.4% | -36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling