-24.0%
CLF vs MSFU
+85.8%
-109.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.8% | +6.9% | +3.2% |
| 7D | +2.3% | -12.7% | +15.0% | +5.3% |
| 30D | +1.9% | -9.0% | +10.9% | +3.6% |
| 3M | +5.9% | +2.9% | +3.0% | +4.4% |
| 6M | +16.9% | +43.5% | -26.6% | +4.4% |
| YTD | -1.1% | -2.4% | +1.4% | -3.4% |
| 1Y | +28.8% | -13.5% | +42.3% | +30.8% |
| 3Y | -20.6% | +19.2% | -39.8% | -32.2% |
| All | -24.0% | +85.8% | -109.8% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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