+3,971.9%
MU vs CLS
+1,628.1%
+2,343.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.6% | +4.9% |
| 7D | -22.0% | -22.2% | +0.2% | -11.7% |
| 30D | -36.6% | -44.4% | +7.8% | -16.8% |
| 3M | -21.7% | -34.3% | +12.6% | -6.2% |
| 6M | +3.5% | -50.1% | +53.6% | +40.4% |
| YTD | +141.9% | -30.1% | +172.0% | +174.7% |
| 1Y | +189.8% | -39.3% | +229.2% | +247.1% |
| 3Y | +855.4% | +732.7% | +122.7% | +228.7% |
| 5Y | +869.2% | +1,777.2% | -908.0% | +127.5% |
| All | +3,971.9% | +1,628.1% | +2,343.9% | +721.4% |
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