+2,755.1%
CLS vs MTSI
+514.0%
+2,241.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | -0.6% |
| 7D | +4.6% | +1.4% | +3.2% | +4.0% |
| 30D | -13.9% | +2.1% | -16.0% | -15.9% |
| 3M | -26.6% | -29.7% | +3.2% | -16.3% |
| 6M | +15.4% | +12.5% | +2.9% | +8.3% |
| YTD | +5.7% | +57.0% | -51.4% | -13.2% |
| 1Y | +41.1% | +103.9% | -62.8% | +5.3% |
| 3Y | +1,228.6% | +223.6% | +1,005.0% | +794.0% |
| 5Y | +3,240.6% | +321.6% | +2,919.1% | +1,963.1% |
| All | +2,755.1% | +514.0% | +2,241.1% | +1,326.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling