+85.0%
MA vs CLS
+2,101.3%
-2,016.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.6% | -5.8% | -1.5% |
| 7D | -0.5% | +23.5% | -24.0% | -1.9% |
| 30D | +7.9% | -28.9% | +36.8% | +10.0% |
| 3M | +16.8% | -25.2% | +41.9% | +18.3% |
| 6M | +31.0% | -32.1% | +63.1% | +32.2% |
| YTD | +15.0% | -14.1% | +29.1% | +11.7% |
| 1Y | +17.0% | -24.1% | +41.1% | +14.6% |
| 3Y | +68.5% | +897.0% | -828.5% | -15.5% |
| 5Y | +85.0% | +2,089.9% | -2,004.9% | -35.3% |
| All | +85.0% | +2,101.3% | -2,016.3% | -35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling