+15.4%
CLS vs MSTZ
-63.6%
+79.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +1.3% |
| 7D | +4.6% | -29.7% | +34.3% | +0.3% |
| 30D | -13.9% | -65.3% | +51.4% | -24.2% |
| 3M | -26.6% | -57.3% | +30.8% | -27.9% |
| 6M | +15.4% | -61.6% | +77.0% | +18.5% |
| All | +15.4% | -63.6% | +79.0% | +18.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling