-34.4%
MOS vs CRL
-12.1%
-22.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.6% | +0.9% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | +15.3% | +11.9% | +3.4% | +11.8% |
| 3M | +1.5% | +20.2% | -18.7% | -3.1% |
| 6M | -2.0% | +107.5% | -109.5% | -16.7% |
| YTD | -6.5% | +69.4% | -75.9% | -18.0% |
| 1Y | -11.1% | +99.7% | -110.8% | -24.9% |
| 3Y | -30.3% | +98.8% | -129.0% | -42.9% |
| All | -34.4% | -12.1% | -22.3% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling