+126.4%
CLF vs MAS
+137.9%
-11.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +0.6% |
| 7D | +7.6% | -0.8% | +8.3% | +8.1% |
| 30D | -1.2% | -5.6% | +4.4% | +2.4% |
| 3M | -13.4% | +4.4% | -17.8% | -17.2% |
| 6M | +15.4% | +7.2% | +8.2% | +7.6% |
| YTD | -5.9% | +16.1% | -22.0% | -17.6% |
| 1Y | +18.8% | +0.1% | +18.7% | +15.1% |
| 3Y | -19.4% | +28.3% | -47.7% | -35.6% |
| 5Y | -47.7% | +30.5% | -78.2% | -59.8% |
| All | +126.4% | +137.9% | -11.5% | +17.1% |
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