+913.4%
MSFT vs CLS
+2,031.1%
-1,117.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.6% | -4.2% | -0.4% |
| 7D | -2.4% | +23.5% | -25.9% | -5.9% |
| 30D | -3.8% | -28.9% | +25.2% | +1.0% |
| 3M | +6.4% | -25.2% | +31.6% | +10.0% |
| 6M | +28.8% | -32.1% | +60.9% | +32.8% |
| YTD | +8.8% | -14.1% | +22.9% | +5.4% |
| 1Y | +3.2% | -24.1% | +27.2% | +1.3% |
| 3Y | +44.8% | +897.0% | -852.2% | -26.8% |
| 5Y | +61.8% | +2,089.9% | -2,028.1% | -34.5% |
| All | +913.4% | +2,031.1% | -1,117.7% | +239.8% |
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