+7.2%
CLF vs MAS
+37.4%
-30.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -3.4% | -8.8% | -11.0% |
| 7D | -21.0% | +4.6% | -25.5% | -22.3% |
| 30D | -8.0% | +19.9% | -27.9% | -15.0% |
| 3M | -10.9% | +8.9% | -19.8% | -14.1% |
| 6M | +5.8% | +20.2% | -14.3% | -4.0% |
| YTD | -15.1% | +33.9% | -49.0% | -30.8% |
| 1Y | +7.2% | +34.7% | -27.4% | -12.5% |
| All | +7.2% | +37.4% | -30.2% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling