-28.3%
MOS vs CRL
+38.0%
-66.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +1.7% |
| 7D | +9.5% | -1.0% | +10.6% | +9.7% |
| 30D | +10.4% | +10.7% | -0.2% | +8.2% |
| 3M | +12.9% | +55.3% | -42.4% | +3.2% |
| 6M | +1.2% | +60.7% | -59.4% | -8.7% |
| YTD | +9.3% | +44.6% | -35.3% | +0.3% |
| 1Y | -18.0% | +77.7% | -95.7% | -28.5% |
| All | -28.3% | +38.0% | -66.3% | -37.9% |
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