+96.4%
CLF vs MAS
+219.8%
-123.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -3.4% | -8.8% | -10.0% |
| 7D | -21.0% | +4.6% | -25.5% | -23.5% |
| 30D | -8.0% | +19.9% | -27.9% | -19.5% |
| 3M | -10.9% | +8.9% | -19.8% | -17.2% |
| 6M | +5.8% | +20.2% | -14.3% | -9.1% |
| YTD | -15.1% | +33.9% | -49.0% | -33.4% |
| 1Y | +7.2% | +34.7% | -27.4% | -16.3% |
| 3Y | -34.2% | +60.4% | -94.6% | -55.5% |
| 5Y | -49.6% | +43.5% | -93.1% | -63.9% |
| All | +96.4% | +219.8% | -123.4% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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