+517.0%
MA vs CLS
+2,747.3%
-2,230.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.2% |
| 7D | -2.7% | +4.6% | -7.3% | -3.5% |
| 30D | +1.5% | -13.9% | +15.4% | +3.2% |
| 3M | +20.4% | -26.6% | +47.0% | +24.2% |
| 6M | +11.1% | +15.4% | -4.3% | +4.1% |
| YTD | +2.0% | +5.7% | -3.7% | -4.2% |
| 1Y | -2.2% | +41.1% | -43.3% | -15.5% |
| 3Y | +41.9% | +1,228.6% | -1,186.7% | -39.4% |
| 5Y | +75.4% | +3,240.6% | -3,165.3% | -45.9% |
| All | +517.0% | +2,747.3% | -2,230.3% | +63.3% |
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