-31.2%
MOS vs CRL
-6.0%
-25.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.7% | -2.9% | +1.0% |
| 7D | +19.7% | +4.4% | +15.3% | +18.2% |
| 30D | +21.5% | +17.1% | +4.4% | +16.9% |
| 3M | -0.4% | +32.1% | -32.5% | -6.7% |
| 6M | +4.5% | +98.9% | -94.4% | -10.3% |
| YTD | -2.9% | +77.1% | -80.0% | -15.5% |
| 1Y | -7.7% | +110.3% | -118.0% | -22.8% |
| 3Y | -25.6% | +108.5% | -134.1% | -39.6% |
| 5Y | -31.2% | -7.9% | -23.3% | -34.1% |
| All | -31.2% | -6.0% | -25.1% | -34.1% |
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