+6.5%
CLF vs MSTZ
-99.2%
+105.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.2% | -9.9% | -0.9% |
| 7D | +6.5% | -25.4% | +31.9% | +4.2% |
| 30D | +0.2% | -60.9% | +61.1% | -7.1% |
| 3M | -3.1% | -54.2% | +51.1% | -6.1% |
| 6M | +25.0% | -65.0% | +90.0% | +20.9% |
| YTD | -7.5% | -76.5% | +69.0% | -9.9% |
| 1Y | +11.5% | -23.4% | +34.9% | +30.1% |
| All | +6.5% | -99.2% | +105.7% | -11.5% |
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