+995.4%
MU vs CLS
+852.3%
+143.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +8.5% | +3.4% | +7.5% |
| 7D | +2.0% | +2.8% | -0.7% | +1.4% |
| 30D | -18.0% | -30.1% | +12.1% | -2.0% |
| 3M | -6.6% | -21.7% | +15.2% | +3.9% |
| 6M | +2.0% | -36.2% | +38.3% | +25.7% |
| YTD | +184.5% | -17.8% | +202.3% | +199.6% |
| 1Y | +236.9% | -26.8% | +263.7% | +270.8% |
| All | +995.4% | +852.3% | +143.1% | +188.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling