-17.5%
CLF vs MSFU
+32.9%
-50.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.2% | +6.0% | +2.6% |
| 7D | +7.6% | -5.7% | +13.3% | +8.7% |
| 30D | -1.2% | +4.2% | -5.4% | -2.3% |
| 3M | -13.4% | +27.9% | -41.3% | -18.2% |
| 6M | +15.4% | +37.1% | -21.7% | +5.4% |
| YTD | -5.9% | -7.4% | +1.5% | -5.5% |
| 1Y | +18.8% | -19.6% | +38.4% | +25.5% |
| All | -17.5% | +32.9% | -50.4% | -31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling