+64.1%
MSFT vs CLS
+1,775.5%
-1,711.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | +1.7% | -22.2% | +23.8% | +5.1% |
| 30D | +0.2% | -44.4% | +44.5% | +8.4% |
| 3M | +6.4% | -34.3% | +40.6% | +11.5% |
| 6M | +28.7% | -50.1% | +78.8% | +38.6% |
| YTD | +10.4% | -30.1% | +40.5% | +10.3% |
| 1Y | +7.6% | -39.3% | +47.0% | +9.3% |
| 3Y | +52.3% | +732.7% | -680.4% | -27.6% |
| All | +64.1% | +1,775.5% | -1,711.4% | -45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling