+1,242.3%
CLS vs MSI
+72.0%
+1,170.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | +4.6% | -3.7% | +8.3% | +6.0% |
| 30D | -13.9% | +6.8% | -20.7% | -16.8% |
| 3M | -26.6% | +14.3% | -40.9% | -31.4% |
| 6M | +15.4% | -1.6% | +17.0% | +16.0% |
| YTD | +5.7% | +22.8% | -17.1% | -7.3% |
| 1Y | +41.1% | -1.1% | +42.2% | +42.7% |
| All | +1,242.3% | +72.0% | +1,170.3% | +799.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling