+41.1%
CLS vs MAS
+1.6%
+39.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.5% |
| 7D | +4.6% | -0.8% | +5.3% | +4.7% |
| 30D | -13.9% | -5.6% | -8.3% | -13.1% |
| 3M | -26.6% | +4.4% | -31.0% | -26.8% |
| 6M | +15.4% | +7.2% | +8.2% | +9.7% |
| YTD | +5.7% | +16.1% | -10.4% | -0.1% |
| 1Y | +41.1% | +0.1% | +41.0% | +42.3% |
| All | +41.1% | +1.6% | +39.5% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 1y: compounded portfolio wealth divided by compounded MAS 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…
1y analysis · Full analysis span regression · 6 months rolling