+696.9%
CLF vs MSI
+4,035.2%
-3,338.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.1% |
| 7D | +7.6% | -3.7% | +11.3% | +8.9% |
| 30D | -1.2% | +6.8% | -8.0% | -3.8% |
| 3M | -13.4% | +14.3% | -27.7% | -17.7% |
| 6M | +15.4% | -1.6% | +17.0% | +14.9% |
| YTD | -5.9% | +22.8% | -28.7% | -13.7% |
| 1Y | +18.8% | -1.1% | +19.9% | +17.2% |
| 3Y | -19.4% | +70.5% | -89.9% | -34.6% |
| 5Y | -47.7% | +102.8% | -150.5% | -59.9% |
| 10Y | +130.4% | +597.4% | -467.0% | +21.0% |
| All | +696.9% | +4,035.2% | -3,338.3% | +169.3% |
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