+3,126.4%
MSFT vs CLS
+2,126.9%
+999.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | +1.7% | -22.2% | +23.8% | +6.9% |
| 30D | +0.2% | -44.4% | +44.5% | +12.4% |
| 3M | +6.4% | -34.3% | +40.6% | +14.0% |
| 6M | +28.7% | -50.1% | +78.8% | +43.1% |
| YTD | +10.4% | -30.1% | +40.5% | +11.3% |
| 1Y | +7.6% | -39.3% | +47.0% | +10.6% |
| 3Y | +52.3% | +732.7% | -680.4% | -23.6% |
| 5Y | +64.5% | +1,777.2% | -1,712.7% | -33.8% |
| 10Y | +917.8% | +1,645.6% | -727.8% | +280.1% |
| All | +3,126.4% | +2,126.9% | +999.5% | +574.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling