+18.8%
MA vs CLS
-34.2%
+53.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | 0.0% | +0.5% |
| 7D | +1.8% | -13.9% | +15.7% | +0.8% |
| 30D | +11.8% | -38.2% | +50.0% | +8.5% |
| 3M | +17.2% | -28.8% | +46.0% | +15.0% |
| 6M | +33.4% | -40.4% | +73.8% | +29.9% |
| YTD | +16.1% | -24.3% | +40.4% | +13.8% |
| All | +18.8% | -34.2% | +53.0% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling