+1,628.1%
CLS vs MS
+616.2%
+1,011.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +0.9% |
| 7D | -22.2% | -1.6% | -20.6% | -21.3% |
| 30D | -44.4% | -3.8% | -40.6% | -42.6% |
| 3M | -34.3% | -14.6% | -19.7% | -26.2% |
| 6M | -50.1% | -5.1% | -45.0% | -47.5% |
| YTD | -30.1% | +4.5% | -34.6% | -31.7% |
| 1Y | -39.3% | +13.5% | -52.9% | -43.6% |
| 3Y | +732.7% | +160.4% | +572.3% | +366.1% |
| 5Y | +1,777.2% | +112.9% | +1,664.3% | +1,066.6% |
| All | +1,628.1% | +616.2% | +1,011.9% | +552.9% |
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