-33.7%
CLF vs MSFU
+93.3%
-127.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.5% | +2.1% |
| 7D | -19.6% | +2.5% | -22.0% | -20.3% |
| 30D | -5.0% | -1.3% | -3.7% | -5.0% |
| 3M | -6.3% | +8.6% | -14.9% | -8.6% |
| 6M | +2.8% | +48.4% | -45.6% | -8.8% |
| YTD | -13.7% | +1.6% | -15.3% | -16.4% |
| 1Y | +13.6% | -5.8% | +19.3% | +12.6% |
| 3Y | -34.0% | +30.9% | -64.9% | -45.0% |
| All | -33.7% | +93.3% | -127.1% | -51.8% |
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 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