+4,609.2%
MU vs CLS
+1,924.3%
+2,684.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +8.5% | +3.4% | +7.9% |
| 7D | +2.0% | +2.8% | -0.7% | +1.5% |
| 30D | -18.0% | -30.1% | +12.1% | -3.1% |
| 3M | -6.6% | -21.7% | +15.2% | +3.3% |
| 6M | +2.0% | -36.2% | +38.3% | +24.0% |
| YTD | +184.5% | -17.8% | +202.3% | +199.9% |
| 1Y | +236.9% | -26.8% | +263.7% | +270.2% |
| 3Y | +987.0% | +853.4% | +133.6% | +251.1% |
| 5Y | +1,014.6% | +2,005.0% | -990.4% | +147.4% |
| 10Y | +4,609.2% | +1,929.4% | +2,679.8% | +779.4% |
| All | +4,609.2% | +1,924.3% | +2,684.9% | +779.4% |
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