+2,093.5%
CLS vs MS
+795.5%
+1,298.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -5.9% | -7.1% | -10.4% |
| 7D | -27.3% | -3.4% | -23.9% | -26.1% |
| 30D | -47.0% | -3.9% | -43.1% | -45.9% |
| 3M | -43.3% | -15.9% | -27.4% | -38.4% |
| 6M | -50.8% | -2.5% | -48.3% | -49.7% |
| YTD | -30.4% | +5.1% | -35.5% | -31.4% |
| 1Y | -41.7% | +13.0% | -54.6% | -44.0% |
| 3Y | +701.4% | +160.7% | +540.7% | +448.4% |
| 5Y | +1,767.8% | +114.0% | +1,653.7% | +1,285.2% |
| 10Y | +1,636.8% | +637.5% | +999.4% | +660.0% |
| All | +2,093.5% | +795.5% | +1,298.0% | +511.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling