+1,751.5%
CLS vs MSI
+689.5%
+1,062.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.6% | +5.2% | +6.6% |
| 7D | -10.6% | +8.3% | -18.9% | -14.4% |
| 30D | -38.4% | +18.9% | -57.3% | -44.0% |
| 3M | -29.9% | +13.2% | -43.1% | -34.9% |
| 6M | -40.6% | +38.3% | -78.9% | -51.3% |
| YTD | -24.6% | +38.9% | -63.5% | -39.2% |
| 1Y | -30.8% | +36.7% | -67.5% | -43.7% |
| 3Y | +811.7% | +76.6% | +735.2% | +535.4% |
| 5Y | +1,838.4% | +124.5% | +1,714.0% | +1,055.2% |
| 10Y | +1,751.5% | +674.5% | +1,077.0% | +565.1% |
| All | +1,751.5% | +689.5% | +1,062.0% | +565.1% |
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