+265.1%
MU vs CLS
-28.7%
+293.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -9.1% | +2.1% | -2.2% |
| 7D | -19.1% | -21.1% | +2.0% | -8.3% |
| 30D | -25.2% | -38.2% | +13.0% | -4.5% |
| 3M | -10.9% | -36.3% | +25.4% | +10.2% |
| 6M | +38.0% | -43.8% | +81.8% | +81.9% |
| YTD | +178.8% | -20.0% | +198.9% | +197.3% |
| 1Y | +265.1% | -29.6% | +294.7% | +311.6% |
| All | +265.1% | -28.7% | +293.9% | +311.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling