+2,029.3%
CLS vs MSI
+663.2%
+1,366.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.5% | +5.0% |
| 7D | +23.5% | +2.6% | +20.9% | +22.1% |
| 30D | -28.9% | +18.1% | -47.1% | -35.1% |
| 3M | -25.2% | +13.2% | -38.4% | -30.6% |
| 6M | -32.1% | +36.3% | -68.4% | -43.8% |
| YTD | -14.1% | +39.5% | -53.6% | -30.8% |
| 1Y | -24.1% | +36.9% | -61.0% | -38.2% |
| 3Y | +897.0% | +76.1% | +820.9% | +596.0% |
| 5Y | +2,089.9% | +123.7% | +1,966.2% | +1,207.7% |
| All | +2,029.3% | +663.2% | +1,366.1% | +672.3% |
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