+442.5%
CLS vs MSTZ
-99.2%
+541.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +12.8% | -8.2% | +6.2% |
| 7D | +23.5% | +25.6% | -2.0% | +27.3% |
| 30D | -28.9% | +50.6% | -79.5% | -23.5% |
| 3M | -25.2% | -64.5% | +39.3% | -29.3% |
| 6M | -32.1% | -14.0% | -18.1% | -25.4% |
| YTD | -14.1% | -76.4% | +62.3% | -12.1% |
| 1Y | -24.1% | -56.2% | +32.2% | -14.6% |
| All | +442.5% | -99.2% | +541.6% | +396.7% |
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