+594.5%
CLS vs MSTZ
-99.1%
+693.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.6% | -9.1% | -1.7% |
| 7D | +5.0% | +24.8% | -19.8% | +8.0% |
| 30D | +4.8% | -59.2% | +64.0% | -3.2% |
| 3M | -10.4% | -56.9% | +46.5% | -14.0% |
| 6M | +20.8% | -57.6% | +78.4% | +20.2% |
| YTD | +10.0% | -73.6% | +83.6% | +9.8% |
| 1Y | +28.5% | -15.6% | +44.1% | +53.2% |
| All | +594.5% | -99.1% | +693.6% | +520.3% |
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