-39.3%
CLS vs MTSI
+38.8%
-78.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.8% | -10.3% | -6.4% |
| 7D | -22.2% | -10.0% | -12.2% | -17.2% |
| 30D | -44.4% | -37.2% | -7.2% | -26.0% |
| 3M | -34.3% | -30.1% | -4.2% | -18.8% |
| 6M | -50.1% | -31.9% | -18.2% | -40.9% |
| YTD | -30.1% | +23.2% | -53.3% | -55.8% |
| 1Y | -39.3% | +26.4% | -65.7% | -62.8% |
| All | -39.3% | +38.8% | -78.1% | -62.8% |
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