-27.7%
CLF vs MSFU
+76.3%
-104.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.2% | +6.0% | +2.7% |
| 7D | +7.6% | -5.7% | +13.3% | +8.8% |
| 30D | -1.2% | +4.2% | -5.4% | -2.4% |
| 3M | -13.4% | +27.9% | -41.3% | -19.2% |
| 6M | +15.4% | +37.1% | -21.7% | +4.0% |
| YTD | -5.9% | -7.4% | +1.5% | -6.5% |
| 1Y | +18.8% | -19.6% | +38.4% | +23.7% |
| 3Y | -19.4% | +33.2% | -52.6% | -33.8% |
| All | -27.7% | +76.3% | -104.0% | -46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling