+1,628.1%
CLS vs MAS
+213.7%
+1,414.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.4% |
| 7D | -22.2% | +2.0% | -24.1% | -23.1% |
| 30D | -44.4% | +19.4% | -63.8% | -49.3% |
| 3M | -34.3% | +9.4% | -43.7% | -37.9% |
| 6M | -50.1% | +15.3% | -65.4% | -54.4% |
| YTD | -30.1% | +31.3% | -61.4% | -41.5% |
| 1Y | -39.3% | +34.9% | -74.2% | -50.1% |
| 3Y | +732.7% | +58.6% | +674.1% | +509.8% |
| 5Y | +1,777.2% | +40.7% | +1,736.5% | +1,331.2% |
| All | +1,628.1% | +213.7% | +1,414.4% | +822.1% |
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