-41.2%
CLF vs MTSI
+209.3%
-250.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.5% | +6.4% | +5.5% |
| 7D | -9.1% | -3.8% | -5.2% | -7.9% |
| 30D | -0.9% | -31.4% | +30.5% | +12.7% |
| 3M | +3.0% | -23.8% | +26.7% | +11.4% |
| 6M | +16.7% | -37.1% | +53.8% | +32.7% |
| YTD | -3.2% | +32.2% | -35.4% | -21.6% |
| 1Y | +24.6% | +26.9% | -2.3% | +2.7% |
| 3Y | -22.3% | +193.7% | -216.0% | -60.3% |
| 5Y | -41.2% | +218.0% | -259.2% | -75.4% |
| All | -41.2% | +209.3% | -250.5% | -75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling