-41.5%
CLF vs MSI
+127.9%
-169.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.5% |
| 7D | +2.3% | +7.7% | -5.4% | -1.2% |
| 30D | +1.9% | +19.9% | -18.0% | -6.6% |
| 3M | +5.9% | +14.9% | -9.1% | -1.4% |
| 6M | +16.9% | +37.2% | -20.3% | -1.0% |
| YTD | -1.1% | +40.8% | -41.8% | -20.0% |
| 1Y | +28.8% | +38.1% | -9.3% | +5.4% |
| 3Y | -20.6% | +77.7% | -98.3% | -48.0% |
| 5Y | -41.5% | +129.0% | -170.5% | -71.6% |
| All | -41.5% | +127.9% | -169.4% | -71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling