+868.6%
MSFT vs CLS
+2,932.8%
-2,064.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.6% | -6.8% | -2.1% |
| 7D | -1.4% | +12.8% | -14.2% | -3.6% |
| 30D | -1.0% | +3.8% | -4.8% | -2.1% |
| 3M | +20.2% | -14.6% | +34.8% | +21.6% |
| 6M | +21.3% | +32.2% | -11.0% | +10.8% |
| YTD | +2.8% | +11.6% | -8.8% | -3.6% |
| 1Y | 0.0% | +35.1% | -35.1% | -11.4% |
| 3Y | +51.2% | +1,312.5% | -1,261.3% | -28.2% |
| 5Y | +71.4% | +3,542.1% | -3,470.6% | -37.0% |
| 10Y | +868.6% | +2,944.0% | -2,075.4% | +200.2% |
| All | +868.6% | +2,932.8% | -2,064.2% | +200.2% |
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