+1,838.4%
CLS vs MS
+120.4%
+1,718.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.1% | +4.7% | +5.1% |
| 7D | -10.6% | +0.7% | -11.3% | -11.1% |
| 30D | -38.4% | -0.9% | -37.5% | -37.6% |
| 3M | -29.9% | -13.0% | -16.9% | -20.3% |
| 6M | -40.6% | -2.0% | -38.7% | -38.7% |
| YTD | -24.6% | +7.8% | -32.4% | -29.0% |
| 1Y | -30.8% | +17.9% | -48.6% | -39.0% |
| 3Y | +811.7% | +174.8% | +637.0% | +334.5% |
| 5Y | +1,838.4% | +119.9% | +1,718.6% | +911.1% |
| All | +1,838.4% | +120.4% | +1,718.0% | +911.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling