+8.3%
CLF vs MSTZ
-99.3%
+107.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +2.1% |
| 7D | +7.6% | -29.7% | +37.3% | +4.7% |
| 30D | -1.2% | -65.3% | +64.1% | -9.5% |
| 3M | -13.4% | -57.3% | +44.0% | -16.5% |
| 6M | +15.4% | -61.6% | +77.1% | +13.0% |
| YTD | -5.9% | -78.3% | +72.4% | -9.1% |
| 1Y | +18.8% | -30.2% | +49.1% | +37.4% |
| All | +8.3% | -99.3% | +107.6% | -10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling