+236.9%
MU vs CLS
-28.7%
+265.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +8.5% | +3.4% | +7.2% |
| 7D | +2.0% | +2.8% | -0.7% | +1.3% |
| 30D | -18.0% | -30.1% | +12.1% | -1.2% |
| 3M | -6.6% | -21.7% | +15.2% | +4.4% |
| 6M | +2.0% | -36.2% | +38.3% | +27.5% |
| YTD | +184.5% | -17.8% | +202.3% | +202.3% |
| 1Y | +236.9% | -26.8% | +263.7% | +274.1% |
| All | +236.9% | -28.7% | +265.5% | +274.1% |
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 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