-35.3%
CLS vs MTSI
+32.8%
-68.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +9.0% | -1.2% | +2.1% |
| 7D | -10.6% | +3.5% | -14.1% | -13.0% |
| 30D | -38.4% | -30.3% | -8.1% | -23.3% |
| 3M | -29.9% | -26.0% | -3.9% | -16.5% |
| 6M | -40.6% | -36.1% | -4.6% | -23.5% |
| YTD | -24.6% | +34.3% | -58.9% | -54.8% |
| All | -35.3% | +32.8% | -68.1% | -58.2% |
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