+3,039.2%
CLS vs MSFU
+76.3%
+2,962.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.2% | +5.0% | +2.4% |
| 7D | +4.6% | -5.7% | +10.3% | +7.0% |
| 30D | -13.9% | +4.2% | -18.1% | -15.9% |
| 3M | -26.6% | +27.9% | -54.5% | -35.2% |
| 6M | +15.4% | +37.1% | -21.7% | -4.2% |
| YTD | +5.7% | -7.4% | +13.0% | +5.5% |
| 1Y | +41.1% | -19.6% | +60.7% | +50.7% |
| 3Y | +1,228.6% | +33.2% | +1,195.4% | +989.0% |
| All | +3,039.2% | +76.3% | +2,962.9% | +2,188.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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