+6,288.2%
MS vs CL
+2,363.9%
+3,924.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.7% | +1.1% |
| 7D | +1.4% | -2.2% | +3.6% | +2.6% |
| 30D | -0.3% | -4.8% | +4.6% | +2.4% |
| 3M | +0.3% | +4.9% | -4.6% | -3.2% |
| 6M | +31.3% | -5.7% | +37.1% | +34.1% |
| YTD | +24.7% | +14.4% | +10.3% | +13.4% |
| 1Y | +47.9% | +8.7% | +39.2% | +37.5% |
| 3Y | +178.3% | +30.0% | +148.4% | +125.4% |
| 5Y | +144.9% | +28.4% | +116.5% | +96.5% |
| 10Y | +804.5% | +50.1% | +754.4% | +537.5% |
| All | +6,288.2% | +2,363.9% | +3,924.3% | +1,250.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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