+20.2%
CLF vs MSI
+28.6%
-8.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.2% | -10.4% | -9.0% |
| 7D | -7.9% | +2.8% | -10.7% | -7.5% |
| 30D | +5.2% | +9.1% | -3.9% | +6.7% |
| 3M | +4.3% | +12.5% | -8.2% | +5.8% |
| 6M | +25.3% | +14.2% | +11.1% | +24.9% |
| YTD | -3.3% | +30.7% | -34.0% | -5.9% |
| 1Y | +20.2% | +27.5% | -7.3% | +24.7% |
| All | +20.2% | +28.6% | -8.4% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 1y: compounded portfolio wealth divided by compounded MSI 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…
1y analysis · Full analysis span regression · 6 months rolling