+41.1%
CLS vs MSTZ
-29.5%
+70.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +1.1% |
| 7D | +4.6% | -29.7% | +34.3% | +1.5% |
| 30D | -13.9% | -65.3% | +51.4% | -21.6% |
| 3M | -26.6% | -57.3% | +30.8% | -28.9% |
| 6M | +15.4% | -61.6% | +77.0% | +13.4% |
| YTD | +5.7% | -78.3% | +83.9% | +4.1% |
| 1Y | +41.1% | -30.2% | +71.4% | +61.0% |
| All | +41.1% | -29.5% | +70.6% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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