-29.6%
CLS vs MTSI
+59.5%
-89.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -1.0% | -8.0% | -8.4% |
| 7D | -21.1% | -10.7% | -10.5% | -15.4% |
| 30D | -38.2% | -29.0% | -9.2% | -24.2% |
| 3M | -36.3% | -14.7% | -21.6% | -31.5% |
| 6M | -43.8% | -20.1% | -23.7% | -40.2% |
| YTD | -20.0% | +36.1% | -56.1% | -45.5% |
| 1Y | -29.6% | +61.7% | -91.3% | -58.0% |
| All | -29.6% | +59.5% | -89.1% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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