+3,231.7%
CLS vs MS
+962.2%
+2,269.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +4.6% | +1.4% | +3.2% | +4.0% |
| 30D | -13.9% | -0.3% | -13.6% | -13.6% |
| 3M | -26.6% | +0.3% | -26.9% | -26.2% |
| 6M | +15.4% | +31.3% | -15.9% | +3.1% |
| YTD | +5.7% | +24.7% | -19.0% | -3.8% |
| 1Y | +41.1% | +47.9% | -6.8% | +19.9% |
| 3Y | +1,228.6% | +178.3% | +1,050.2% | +776.1% |
| 5Y | +3,240.6% | +144.9% | +3,095.7% | +2,225.5% |
| 10Y | +2,760.3% | +804.5% | +1,955.8% | +1,040.6% |
| All | +3,231.7% | +962.2% | +2,269.5% | +758.4% |
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