+553.1%
MA vs CLS
+1,628.1%
-1,075.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | +2.3% | -22.2% | +24.5% | +5.6% |
| 30D | +14.7% | -44.4% | +59.0% | +23.5% |
| 3M | +13.5% | -34.3% | +47.8% | +18.5% |
| 6M | +33.1% | -50.1% | +83.2% | +42.2% |
| YTD | +15.1% | -30.1% | +45.2% | +13.2% |
| 1Y | +18.7% | -39.3% | +58.1% | +18.6% |
| 3Y | +72.1% | +732.7% | -660.6% | -21.8% |
| 5Y | +92.8% | +1,777.2% | -1,684.4% | -34.8% |
| All | +553.1% | +1,628.1% | -1,075.0% | +76.6% |
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