+957.9%
MU vs CLS
+2,101.3%
-1,143.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.6% | -6.2% | -3.9% |
| 7D | +21.6% | +23.5% | -1.9% | +9.4% |
| 30D | -16.2% | -28.9% | +12.7% | -0.9% |
| 3M | -12.4% | -25.2% | +12.8% | -0.4% |
| 6M | +4.2% | -32.1% | +36.3% | +23.9% |
| YTD | +180.0% | -14.1% | +194.0% | +187.7% |
| 1Y | +226.4% | -24.1% | +250.5% | +251.9% |
| 3Y | +969.7% | +897.0% | +72.7% | +188.3% |
| 5Y | +957.9% | +2,089.9% | -1,132.0% | +75.1% |
| All | +957.9% | +2,101.3% | -1,143.4% | +75.1% |
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 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