+6.2%
CLF vs MSTZ
-99.3%
+105.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +4.9% | +2.1% | +7.5% |
| 7D | -14.1% | +4.3% | -18.4% | -13.4% |
| 30D | -5.5% | +30.2% | -35.7% | -2.1% |
| 3M | 0.0% | -66.9% | +66.9% | -6.7% |
| 6M | +11.3% | -26.3% | +37.6% | +17.7% |
| YTD | -7.7% | -80.1% | +72.4% | -9.6% |
| 1Y | +17.5% | -57.5% | +75.0% | +28.4% |
| All | +6.2% | -99.3% | +105.6% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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