-35.3%
CLS vs MSI
+36.7%
-72.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.6% | +5.2% | +8.6% |
| 7D | -10.6% | +8.3% | -18.9% | -8.2% |
| 30D | -38.4% | +18.9% | -57.3% | -35.5% |
| 3M | -29.9% | +13.2% | -43.1% | -27.0% |
| 6M | -40.6% | +38.3% | -78.9% | -38.8% |
| YTD | -24.6% | +38.9% | -63.5% | -22.3% |
| All | -35.3% | +36.7% | -72.0% | -27.9% |
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