+99.7%
CLF vs MTSI
+448.7%
-349.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.8% | -9.2% | -2.0% |
| 7D | -19.6% | -10.0% | -9.6% | -16.9% |
| 30D | -5.0% | -37.2% | +32.2% | +10.2% |
| 3M | -6.3% | -30.1% | +23.8% | +3.7% |
| 6M | +2.8% | -31.9% | +34.7% | +11.8% |
| YTD | -13.7% | +23.2% | -36.9% | -24.9% |
| 1Y | +13.6% | +26.4% | -12.8% | -2.1% |
| 3Y | -34.0% | +186.2% | -220.1% | -59.3% |
| 5Y | -48.7% | +187.0% | -235.8% | -69.2% |
| All | +99.7% | +448.7% | -349.0% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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