+177.8%
MOS vs CRL
+1,379.5%
-1,201.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +1.9% |
| 7D | +9.5% | -1.0% | +10.6% | +9.8% |
| 30D | +10.4% | +10.7% | -0.2% | +7.0% |
| 3M | +12.9% | +55.3% | -42.4% | -1.9% |
| 6M | +1.2% | +60.7% | -59.4% | -14.1% |
| YTD | +9.3% | +44.6% | -35.3% | -4.8% |
| 1Y | -18.0% | +77.7% | -95.7% | -33.7% |
| 3Y | -29.0% | +37.6% | -66.7% | -41.1% |
| 5Y | -9.6% | -35.8% | +26.2% | -7.4% |
| 10Y | +6.1% | +241.7% | -235.7% | -39.1% |
| All | +177.8% | +1,379.5% | -1,201.7% | +17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling