+728.5%
CLS vs MAS
+61.2%
+667.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -3.4% | -9.6% | -12.1% |
| 7D | -27.3% | +4.6% | -31.8% | -28.3% |
| 30D | -47.0% | +19.9% | -66.9% | -50.2% |
| 3M | -43.3% | +8.9% | -52.2% | -45.0% |
| 6M | -50.8% | +20.2% | -70.9% | -54.2% |
| YTD | -30.4% | +33.9% | -64.3% | -39.6% |
| 1Y | -41.7% | +34.7% | -76.3% | -49.6% |
| All | +728.5% | +61.2% | +667.3% | +487.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling