+1,770.4%
CLS vs MTSI
+479.2%
+1,291.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +2.0% | +1.1% |
| 7D | -13.9% | -3.8% | -10.0% | -12.7% |
| 30D | -38.2% | -31.4% | -6.8% | -27.7% |
| 3M | -28.8% | -23.8% | -5.1% | -20.5% |
| 6M | -40.4% | -37.1% | -3.3% | -29.1% |
| YTD | -24.3% | +32.2% | -56.5% | -33.3% |
| 1Y | -35.0% | +26.9% | -62.0% | -41.5% |
| 3Y | +778.7% | +193.7% | +584.9% | +519.1% |
| 5Y | +1,884.8% | +218.0% | +1,666.8% | +1,243.6% |
| All | +1,770.4% | +479.2% | +1,291.2% | +836.4% |
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