+838.1%
CLS vs MSI
+76.4%
+761.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.5% | -5.4% |
| 7D | +16.3% | +3.2% | +13.0% | +15.5% |
| 30D | -25.7% | +17.6% | -43.3% | -28.9% |
| 3M | -30.9% | +14.5% | -45.4% | -33.6% |
| 6M | -35.5% | +34.3% | -69.7% | -42.6% |
| YTD | -18.7% | +39.7% | -58.4% | -30.8% |
| 1Y | -17.9% | +40.2% | -58.1% | -30.3% |
| 3Y | +838.1% | +77.1% | +760.9% | +516.3% |
| All | +838.1% | +76.4% | +761.7% | +516.3% |
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