+2,421.7%
CLS vs MAS
+513.6%
+1,908.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +5.6% | -14.7% | -11.4% |
| 7D | -21.1% | +14.2% | -35.3% | -25.8% |
| 30D | -38.2% | +26.8% | -65.0% | -44.6% |
| 3M | -36.3% | +13.1% | -49.4% | -40.3% |
| 6M | -43.8% | +27.9% | -71.7% | -50.4% |
| YTD | -20.0% | +38.7% | -58.7% | -32.7% |
| 1Y | -29.6% | +40.4% | -70.0% | -41.2% |
| 3Y | +821.3% | +66.1% | +755.2% | +605.0% |
| 5Y | +2,134.5% | +47.4% | +2,087.1% | +1,670.4% |
| 10Y | +1,896.7% | +238.3% | +1,658.4% | +1,005.9% |
| All | +2,421.7% | +513.6% | +1,908.1% | +625.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling