+418.7%
CLS vs MSTZ
-99.3%
+518.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -2.2% | +10.7% | +8.2% |
| 7D | +2.8% | +31.0% | -28.3% | +7.0% |
| 30D | -30.1% | +34.0% | -64.1% | -25.9% |
| 3M | -21.7% | -67.7% | +46.0% | -27.0% |
| 6M | -36.2% | -14.9% | -21.3% | -30.1% |
| YTD | -17.8% | -79.1% | +61.2% | -17.3% |
| 1Y | -26.8% | -58.9% | +32.1% | -18.4% |
| All | +418.7% | -99.3% | +518.0% | +367.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling