+13.3%
CLF vs MSTU
-91.8%
+105.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -12.9% | +12.4% | +0.7% |
| 7D | +16.0% | -23.0% | +39.0% | +18.7% |
| 30D | +1.6% | -47.7% | +49.3% | +7.2% |
| 3M | +6.7% | +12.5% | -5.8% | +0.9% |
| 6M | +21.1% | -76.1% | +97.2% | +32.3% |
| YTD | -1.6% | -75.5% | +73.9% | +1.5% |
| 1Y | +18.5% | -90.1% | +108.6% | +35.2% |
| All | +13.3% | -91.8% | +105.1% | +6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling