+569.6%
MA vs CLS
+1,924.3%
-1,354.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.5% | -8.2% | -0.9% |
| 7D | -1.8% | +2.8% | -4.5% | -2.3% |
| 30D | +11.0% | -30.1% | +41.1% | +15.8% |
| 3M | +17.9% | -21.7% | +39.6% | +20.0% |
| 6M | +33.2% | -36.2% | +69.4% | +37.1% |
| YTD | +16.5% | -17.8% | +34.3% | +12.0% |
| 1Y | +19.1% | -26.8% | +45.9% | +15.8% |
| 3Y | +70.6% | +853.4% | -782.8% | -23.6% |
| 5Y | +92.1% | +2,005.0% | -1,912.9% | -35.6% |
| 10Y | +569.6% | +1,929.4% | -1,359.8% | +76.8% |
| All | +569.6% | +1,924.3% | -1,354.8% | +76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 10y: compounded portfolio wealth divided by compounded CLS 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…
10y analysis · Full analysis span regression · 6 months rolling