+1,929.4%
CLS vs MS
+575.8%
+1,353.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.6% | +6.9% | +7.3% |
| 7D | +2.8% | -1.7% | +4.5% | +4.6% |
| 30D | -30.1% | +0.9% | -31.0% | -30.2% |
| 3M | -21.7% | -10.8% | -10.9% | -14.5% |
| 6M | -36.2% | +0.9% | -37.1% | -35.7% |
| YTD | -17.8% | +9.8% | -27.6% | -22.4% |
| 1Y | -26.8% | +17.1% | -43.9% | -33.4% |
| 3Y | +853.4% | +175.7% | +677.7% | +410.4% |
| 5Y | +2,005.0% | +125.9% | +1,879.2% | +1,151.3% |
| 10Y | +1,929.4% | +556.2% | +1,373.2% | +616.7% |
| All | +1,929.4% | +575.8% | +1,353.6% | +616.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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