+732.7%
CLS vs MTSI
+181.3%
+551.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.8% | -10.3% | -7.7% |
| 7D | -22.2% | -10.0% | -12.2% | -16.5% |
| 30D | -44.4% | -37.2% | -7.2% | -21.7% |
| 3M | -34.3% | -30.1% | -4.2% | -16.0% |
| 6M | -50.1% | -31.9% | -18.2% | -39.7% |
| YTD | -30.1% | +23.2% | -53.3% | -51.6% |
| 1Y | -39.3% | +26.4% | -65.7% | -58.5% |
| 3Y | +732.7% | +186.2% | +546.6% | +187.3% |
| All | +732.7% | +181.3% | +551.4% | +187.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling