-24.1%
CLS vs MSI
+36.2%
-60.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.5% | +4.3% |
| 7D | +23.5% | +2.6% | +20.9% | +24.4% |
| 30D | -28.9% | +18.1% | -47.1% | -25.6% |
| 3M | -25.2% | +13.2% | -38.4% | -22.0% |
| 6M | -32.1% | +36.3% | -68.4% | -29.6% |
| YTD | -14.1% | +39.5% | -53.6% | -10.8% |
| 1Y | -24.1% | +36.9% | -61.0% | -15.5% |
| All | -24.1% | +36.2% | -60.2% | -15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling