+1,914.6%
CLS vs MS
+549.7%
+1,364.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -6.0% |
| 7D | +16.3% | +5.1% | +11.2% | +12.4% |
| 30D | -25.7% | +5.7% | -31.3% | -28.3% |
| 3M | -30.9% | -12.2% | -18.7% | -23.8% |
| 6M | -35.5% | -0.5% | -35.0% | -34.3% |
| YTD | -18.7% | +9.8% | -28.5% | -23.3% |
| 1Y | -17.9% | +17.7% | -35.6% | -25.8% |
| 3Y | +838.1% | +176.8% | +661.3% | +400.4% |
| 5Y | +1,971.9% | +123.7% | +1,848.2% | +1,137.2% |
| All | +1,914.6% | +549.7% | +1,364.8% | +603.6% |
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