+2,944.0%
CLS vs MSI
+590.9%
+2,353.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.1% | +6.7% | +6.2% |
| 7D | +12.8% | -5.8% | +18.5% | +16.2% |
| 30D | +3.8% | -1.0% | +4.8% | +4.0% |
| 3M | -14.6% | +14.2% | -28.8% | -21.7% |
| 6M | +32.2% | +1.0% | +31.2% | +28.8% |
| YTD | +11.6% | +21.5% | -9.8% | -2.7% |
| 1Y | +35.1% | -2.1% | +37.2% | +32.4% |
| 3Y | +1,312.5% | +69.3% | +1,243.2% | +910.6% |
| 5Y | +3,542.1% | +99.3% | +3,442.7% | +2,231.7% |
| 10Y | +2,944.0% | +595.0% | +2,349.0% | +1,184.7% |
| All | +2,944.0% | +590.9% | +2,353.1% | +1,184.7% |
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