+24.6%
CLF vs MSI
+36.5%
-11.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.0% | +4.9% |
| 7D | -9.1% | +7.4% | -16.5% | -7.4% |
| 30D | -0.9% | +18.7% | -19.7% | +2.4% |
| 3M | +3.0% | +14.5% | -11.5% | +5.8% |
| 6M | +16.7% | +38.1% | -21.4% | +22.6% |
| YTD | -3.2% | +38.7% | -41.9% | -2.9% |
| 1Y | +24.6% | +35.4% | -10.8% | +30.9% |
| All | +24.6% | +36.5% | -11.9% | +30.9% |
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