+18.8%
CLF vs MSTU
-90.3%
+109.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -5.1% | +12.1% | +7.3% |
| 7D | -14.1% | -9.3% | -4.8% | -13.6% |
| 30D | -5.5% | -38.3% | +32.7% | -3.3% |
| 3M | 0.0% | +24.0% | -24.0% | -3.2% |
| 6M | +11.3% | -72.1% | +83.3% | +19.4% |
| YTD | -7.7% | -70.2% | +62.5% | -6.5% |
| All | +18.8% | -90.3% | +109.1% | +34.4% |
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