+15,689.5%
MA vs CLS
+2,193.4%
+13,496.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.9% | -7.4% | -1.2% |
| 7D | -0.3% | -10.6% | +10.2% | +1.5% |
| 30D | +11.3% | -38.4% | +49.8% | +21.7% |
| 3M | +16.7% | -29.9% | +46.5% | +22.7% |
| 6M | +32.8% | -40.6% | +73.4% | +40.6% |
| YTD | +15.6% | -24.6% | +40.2% | +12.0% |
| 1Y | +19.6% | -30.8% | +50.4% | +16.4% |
| 3Y | +72.1% | +811.7% | -739.6% | -29.4% |
| 5Y | +96.0% | +1,838.4% | -1,742.4% | -38.4% |
| 10Y | +554.8% | +1,751.5% | -1,196.7% | +86.2% |
| All | +15,689.5% | +2,193.4% | +13,496.1% | +3,169.6% |
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 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