+852.5%
CLS vs MAS
+67.0%
+785.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +5.6% | -14.7% | -10.5% |
| 7D | -21.1% | +14.2% | -35.3% | -24.4% |
| 30D | -38.2% | +26.8% | -65.0% | -42.9% |
| 3M | -36.3% | +13.1% | -49.4% | -38.9% |
| 6M | -43.8% | +27.9% | -71.7% | -48.8% |
| YTD | -20.0% | +38.7% | -58.7% | -31.3% |
| 1Y | -29.6% | +40.4% | -70.0% | -40.0% |
| All | +852.5% | +67.0% | +785.5% | +568.1% |
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 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