+554.8%
MA vs CLS
+1,765.4%
-1,210.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.9% | -7.4% | -0.6% |
| 7D | -0.3% | -10.6% | +10.2% | +0.9% |
| 30D | +11.3% | -38.4% | +49.8% | +18.2% |
| 3M | +16.7% | -29.9% | +46.5% | +20.7% |
| 6M | +32.8% | -40.6% | +73.4% | +38.1% |
| YTD | +15.6% | -24.6% | +40.2% | +12.5% |
| 1Y | +19.6% | -30.8% | +50.4% | +16.9% |
| 3Y | +72.1% | +811.7% | -739.6% | -23.0% |
| 5Y | +96.0% | +1,838.4% | -1,742.4% | -33.5% |
| 10Y | +554.8% | +1,751.5% | -1,196.7% | +75.6% |
| All | +554.8% | +1,765.4% | -1,210.7% | +75.6% |
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