+1,767.8%
CLS vs MTSI
+153.3%
+1,614.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -18.4% | +5.3% | -0.1% |
| 7D | -27.3% | -24.6% | -2.7% | -11.6% |
| 30D | -47.0% | -45.7% | -1.3% | -19.2% |
| 3M | -43.3% | -27.7% | -15.6% | -32.0% |
| 6M | -50.8% | -37.3% | -13.5% | -37.0% |
| YTD | -30.4% | +11.1% | -41.6% | -42.6% |
| 1Y | -41.7% | +27.2% | -68.9% | -56.4% |
| 3Y | +701.4% | +153.7% | +547.7% | +304.0% |
| 5Y | +1,767.8% | +159.0% | +1,608.8% | +732.3% |
| All | +1,767.8% | +153.3% | +1,614.4% | +732.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling