+2,104.6%
CLS vs MSI
+1,059.6%
+1,044.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -22.2% | +4.7% | -26.8% | -24.2% |
| 30D | -44.4% | +14.8% | -59.1% | -48.5% |
| 3M | -34.3% | +8.8% | -43.1% | -37.8% |
| 6M | -50.1% | +19.3% | -69.4% | -55.6% |
| YTD | -30.1% | +35.3% | -65.4% | -42.0% |
| 1Y | -39.3% | +33.8% | -73.1% | -49.4% |
| 3Y | +732.7% | +74.4% | +658.3% | +504.9% |
| 5Y | +1,777.2% | +120.5% | +1,656.7% | +1,101.1% |
| 10Y | +1,645.6% | +685.2% | +960.4% | +478.7% |
| All | +2,104.6% | +1,059.6% | +1,044.9% | +292.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling