+2,755.1%
CLS vs MAS
+137.9%
+2,617.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | 0.0% |
| 7D | +4.6% | -0.8% | +5.3% | +4.9% |
| 30D | -13.9% | -5.6% | -8.3% | -11.7% |
| 3M | -26.6% | +4.4% | -31.0% | -28.8% |
| 6M | +15.4% | +7.2% | +8.2% | +9.6% |
| YTD | +5.7% | +16.1% | -10.4% | -4.9% |
| 1Y | +41.1% | +0.1% | +41.0% | +36.1% |
| 3Y | +1,228.6% | +28.3% | +1,200.3% | +995.7% |
| 5Y | +3,240.6% | +30.5% | +3,210.2% | +2,569.5% |
| All | +2,755.1% | +137.9% | +2,617.2% | +1,669.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling