-24.1%
CLS vs MTSI
+43.1%
-67.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.6% | +6.2% | +5.6% |
| 7D | +23.5% | +29.1% | -5.6% | +4.4% |
| 30D | -28.9% | -20.4% | -8.5% | -18.6% |
| 3M | -25.2% | -20.9% | -4.3% | -14.7% |
| 6M | -32.1% | -32.3% | +0.2% | -15.6% |
| YTD | -14.1% | +43.5% | -57.6% | -51.2% |
| 1Y | -24.1% | +43.8% | -67.9% | -56.6% |
| All | -24.1% | +43.1% | -67.2% | -56.6% |
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