+1,751.5%
CLS vs MS
+614.4%
+1,137.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.1% | +4.7% | +5.6% |
| 7D | -10.6% | +0.7% | -11.3% | -10.9% |
| 30D | -38.4% | -0.9% | -37.5% | -37.8% |
| 3M | -29.9% | -13.0% | -16.9% | -22.1% |
| 6M | -40.6% | -2.0% | -38.7% | -38.9% |
| YTD | -24.6% | +7.8% | -32.4% | -27.9% |
| 1Y | -30.8% | +17.9% | -48.6% | -37.3% |
| 3Y | +811.7% | +174.8% | +637.0% | +390.6% |
| 5Y | +1,838.4% | +119.9% | +1,718.6% | +1,074.4% |
| 10Y | +1,751.5% | +578.8% | +1,172.7% | +576.9% |
| All | +1,751.5% | +614.4% | +1,137.0% | +576.9% |
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