+80.4%
CLF vs MTSI
+498.4%
-418.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | 0.0% |
| 7D | +16.0% | +29.1% | -13.1% | +6.0% |
| 30D | +1.6% | -20.4% | +22.0% | +8.7% |
| 3M | +6.7% | -20.9% | +27.6% | +13.2% |
| 6M | +21.1% | -32.3% | +53.4% | +32.4% |
| YTD | -1.6% | +43.5% | -45.1% | -18.7% |
| 1Y | +18.5% | +43.8% | -25.3% | -2.2% |
| 3Y | -21.0% | +218.8% | -239.8% | -52.9% |
| 5Y | -41.4% | +228.3% | -269.7% | -66.3% |
| All | +80.4% | +498.4% | -418.0% | -28.8% |
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