+11.4%
CLF vs MSTU
-90.8%
+102.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -7.3% | +12.2% | +5.6% |
| 7D | -9.1% | -21.7% | +12.7% | -7.0% |
| 30D | -0.9% | -42.8% | +41.8% | +3.7% |
| 3M | +3.0% | +21.4% | -18.5% | -3.2% |
| 6M | +16.7% | -74.1% | +90.8% | +26.6% |
| YTD | -3.2% | -72.4% | +69.2% | -1.2% |
| 1Y | +24.6% | -90.1% | +114.7% | +42.7% |
| All | +11.4% | -90.8% | +102.2% | +4.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling