+1,929.4%
CLS vs MSI
+683.5%
+1,245.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.5% | +7.0% | +7.8% |
| 7D | +2.8% | +7.7% | -4.9% | -1.2% |
| 30D | -30.1% | +19.9% | -50.0% | -36.6% |
| 3M | -21.7% | +14.9% | -36.7% | -27.9% |
| 6M | -36.2% | +37.2% | -73.5% | -47.4% |
| YTD | -17.8% | +40.8% | -58.6% | -34.1% |
| 1Y | -26.8% | +38.1% | -64.9% | -40.7% |
| 3Y | +853.4% | +77.7% | +775.7% | +562.7% |
| 5Y | +2,005.0% | +129.0% | +1,876.0% | +1,141.6% |
| 10Y | +1,929.4% | +671.3% | +1,258.1% | +629.8% |
| All | +1,929.4% | +683.5% | +1,245.9% | +629.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling