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Whether cohort effects can be retrieved in adult phenotypes depends on the possibility for individuals to compensate for a good or bad start in life. This ability to compensate may itself depend on the environment and on individual sex. In large polygynous ungulates, male reproductive success relies more on body size than the reproductive success of females, which makes them more sensitive to a bad start in life. Based on current theories of life history evolution and sexual selection, we tested the following predictions in a moose population: 1) cohort effects and year effects occur in both male and female adult body mass, but due to 2) compensatory growth, cohort effects tend to fade away with the individual's age; and 3) males are more sensitive to cohort effects than females. In support of the first prediction, we found that density and climate during the year-of-birth and the year-of-harvest affected moose body mass in both sexes. However, the magnitude of the effects of environmental conditions at birth on adult body mass decreased with increasing age, but less so in males than in females. Thus, as expected based on our third prediction, environmental conditions early in life were more influential on adult body mass of males compared to females. Such a result supports the existence of sex-specific life history tactics, with males maximising growth rate and females rather trading-off growth for reproduction.