+5.8%
CLF vs MSFU
+50.1%
-44.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -7.4% | -4.8% | -12.4% |
| 7D | -21.0% | +1.0% | -22.0% | -20.4% |
| 30D | -8.0% | +0.6% | -8.6% | -7.4% |
| 3M | -10.9% | +16.4% | -27.3% | -9.4% |
| 6M | +5.8% | +53.0% | -47.2% | +13.7% |
| All | +5.8% | +50.1% | -44.3% | +13.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling