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  • MA vs CLS✓SelectedUSD · CLSMA vs CLS performance historyLatest closeAs of-1.11%09/04
Stock and ETF performance explorer

MA vs CLS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+13,824.2%
CLS return
+3,113.5%
Excess return
+10,710.7%
Maximum drawdown
-62.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCLSExcessAlpha
1D-1.1%+0.8%-1.9%-1.3%
7D-2.7%+4.6%-7.3%-3.9%
30D+1.5%-13.9%+15.4%+3.9%
3M+20.4%-26.6%+47.0%+25.6%
6M+11.1%+15.4%-4.3%+1.7%
YTD+2.0%+5.7%-3.7%-6.3%
1Y-2.2%+41.1%-43.3%-19.0%
3Y+41.9%+1,228.6%-1,186.7%-45.7%
5Y+75.4%+3,240.6%-3,165.3%-51.3%
10Y+527.5%+2,760.3%-2,232.8%+64.0%
All+13,824.2%+3,113.5%+10,710.7%+2,635.4%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling