+732.7%
CLS vs MS
+157.8%
+574.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +1.1% |
| 7D | -22.2% | -1.6% | -20.6% | -21.0% |
| 30D | -44.4% | -3.8% | -40.6% | -41.9% |
| 3M | -34.3% | -14.6% | -19.7% | -22.6% |
| 6M | -50.1% | -5.1% | -45.0% | -46.6% |
| YTD | -30.1% | +4.5% | -34.6% | -33.1% |
| 1Y | -39.3% | +13.5% | -52.9% | -46.0% |
| 3Y | +732.7% | +160.4% | +572.3% | +279.3% |
| All | +732.7% | +157.8% | +574.9% | +279.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling