-38.4%
CLS vs MSI
+18.1%
-56.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.6% | +5.2% | +13.3% |
| 7D | -10.6% | +8.3% | -18.9% | +12.7% |
| 30D | -38.4% | +18.9% | -57.3% | +4.5% |
| All | -38.4% | +18.1% | -56.5% | +4.5% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling