+139.1%
CLF vs MAS
+241.3%
-102.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +5.6% | -14.8% | -12.9% |
| 7D | -7.9% | +14.2% | -22.1% | -16.2% |
| 30D | +5.2% | +26.8% | -21.6% | -11.5% |
| 3M | +4.3% | +13.1% | -8.8% | -5.7% |
| 6M | +25.3% | +27.9% | -2.7% | +3.0% |
| YTD | -3.3% | +38.7% | -42.0% | -26.1% |
| 1Y | +20.2% | +40.4% | -20.1% | -9.0% |
| 3Y | -25.0% | +66.1% | -91.1% | -50.6% |
| 5Y | -42.1% | +47.4% | -89.5% | -59.4% |
| 10Y | +139.1% | +238.3% | -99.2% | -0.9% |
| All | +139.1% | +241.3% | -102.2% | -0.9% |
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