+1,315.7%
MU vs CLS
+3,233.5%
-1,917.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.8% | +5.3% | +5.7% |
| 7D | +9.0% | +4.6% | +4.4% | +6.0% |
| 30D | +13.8% | -13.9% | +27.7% | +20.8% |
| 3M | +2.1% | -26.6% | +28.7% | +17.8% |
| 6M | +153.8% | +15.4% | +138.4% | +131.9% |
| YTD | +256.4% | +5.7% | +250.7% | +234.2% |
| 1Y | +719.8% | +41.1% | +678.6% | +558.5% |
| 3Y | +1,360.4% | +1,228.6% | +131.8% | +262.5% |
| All | +1,315.7% | +3,233.5% | -1,917.8% | +130.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling