+1,751.5%
CLS vs MTSI
+512.4%
+1,239.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +9.0% | -1.2% | +4.1% |
| 7D | -10.6% | +3.5% | -14.1% | -12.0% |
| 30D | -38.4% | -30.3% | -8.1% | -28.5% |
| 3M | -29.9% | -26.0% | -3.9% | -20.7% |
| 6M | -40.6% | -36.1% | -4.6% | -29.9% |
| YTD | -24.6% | +34.3% | -58.9% | -34.0% |
| 1Y | -30.8% | +35.3% | -66.1% | -39.1% |
| 3Y | +811.7% | +217.6% | +594.1% | +527.6% |
| 5Y | +1,838.4% | +210.1% | +1,628.3% | +1,216.9% |
| 10Y | +1,751.5% | +471.4% | +1,280.1% | +810.5% |
| All | +1,751.5% | +512.4% | +1,239.1% | +810.5% |
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