-22.3%
CLF vs MSFU
+29.5%
-51.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.3% | +9.2% | +5.7% |
| 7D | -9.1% | +4.0% | -13.1% | -9.9% |
| 30D | -0.9% | -2.3% | +1.4% | -0.7% |
| 3M | +3.0% | +7.1% | -4.1% | +1.2% |
| 6M | +16.7% | +48.9% | -32.2% | +5.6% |
| YTD | -3.2% | +2.4% | -5.6% | -4.6% |
| 1Y | +24.6% | -8.1% | +32.7% | +27.3% |
| 3Y | -22.3% | +25.2% | -47.5% | -31.8% |
| All | -22.3% | +29.5% | -51.8% | -31.8% |
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