+922.9%
MSFT vs CLS
+1,742.7%
-819.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | +2.3% | -13.9% | +16.2% | +4.6% |
| 30D | -0.4% | -38.2% | +37.8% | +7.1% |
| 3M | +5.6% | -28.8% | +34.4% | +9.9% |
| 6M | +29.0% | -40.4% | +69.3% | +36.0% |
| YTD | +10.9% | -24.3% | +35.2% | +9.8% |
| 1Y | +6.2% | -35.0% | +41.3% | +7.2% |
| 3Y | +47.6% | +778.7% | -731.1% | -23.8% |
| 5Y | +67.9% | +1,884.8% | -1,816.9% | -30.9% |
| 10Y | +922.9% | +1,761.1% | -838.2% | +251.4% |
| All | +922.9% | +1,742.7% | -819.8% | +251.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling