+18.8%
CLF vs MSTU
-92.8%
+111.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.2% | +5.0% | +2.0% |
| 7D | +7.6% | +21.3% | -13.8% | +5.3% |
| 30D | -1.2% | +90.8% | -92.0% | -7.8% |
| 3M | -13.4% | -6.8% | -6.6% | -14.1% |
| 6M | +15.4% | -39.8% | +55.2% | +17.2% |
| YTD | -5.9% | -55.7% | +49.8% | -4.6% |
| 1Y | +18.8% | -92.7% | +111.5% | +70.1% |
| All | +18.8% | -92.8% | +111.6% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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