+1,763.7%
CLS vs MSI
+118.7%
+1,644.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -22.2% | +4.7% | -26.8% | -23.9% |
| 30D | -44.4% | +14.8% | -59.1% | -48.0% |
| 3M | -34.3% | +8.8% | -43.1% | -37.3% |
| 6M | -50.1% | +19.3% | -69.4% | -55.2% |
| YTD | -30.1% | +35.3% | -65.4% | -42.5% |
| 1Y | -39.3% | +33.8% | -73.1% | -49.7% |
| 3Y | +732.7% | +74.4% | +658.3% | +476.4% |
| All | +1,763.7% | +118.7% | +1,644.9% | +955.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling