+20.2%
CLF vs MSTU
-88.0%
+108.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +10.3% | -19.5% | -9.7% |
| 7D | -7.9% | -4.8% | -3.0% | -7.8% |
| 30D | +5.2% | -29.6% | +34.8% | +6.9% |
| 3M | +4.3% | +69.4% | -65.1% | -1.1% |
| 6M | +25.3% | -62.2% | +87.5% | +32.1% |
| YTD | -3.3% | -61.1% | +57.8% | -3.4% |
| 1Y | +20.2% | -87.2% | +107.4% | +37.3% |
| All | +20.2% | -88.0% | +108.2% | +37.3% |
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