+1,619.4%
CLS vs MAS
+219.8%
+1,399.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -3.4% | -9.6% | -11.5% |
| 7D | -27.3% | +4.6% | -31.8% | -29.0% |
| 30D | -47.0% | +19.9% | -66.9% | -51.8% |
| 3M | -43.3% | +8.9% | -52.2% | -46.2% |
| 6M | -50.8% | +20.2% | -70.9% | -55.9% |
| YTD | -30.4% | +33.9% | -64.3% | -42.3% |
| 1Y | -41.7% | +34.7% | -76.3% | -51.9% |
| 3Y | +701.4% | +60.4% | +641.0% | +484.5% |
| 5Y | +1,767.8% | +43.5% | +1,724.3% | +1,311.8% |
| All | +1,619.4% | +219.8% | +1,399.6% | +809.6% |
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