+630.6%
CLF vs MSI
+4,457.4%
-3,826.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | -19.6% | +4.7% | -24.3% | -21.0% |
| 30D | -5.0% | +14.8% | -19.7% | -9.7% |
| 3M | -6.3% | +8.8% | -15.1% | -9.5% |
| 6M | +2.8% | +19.3% | -16.5% | -4.5% |
| YTD | -13.7% | +35.3% | -49.0% | -23.8% |
| 1Y | +13.6% | +33.8% | -20.2% | +0.7% |
| 3Y | -34.0% | +74.4% | -108.4% | -47.0% |
| 5Y | -48.7% | +120.5% | -169.3% | -61.9% |
| 10Y | +113.4% | +685.2% | -571.8% | +7.3% |
| All | +630.6% | +4,457.4% | -3,826.9% | +137.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling