+5.8%
CLF vs MTSI
-35.1%
+40.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -18.4% | +6.1% | -7.1% |
| 7D | -21.0% | -24.6% | +3.6% | -14.9% |
| 30D | -8.0% | -45.7% | +37.7% | +5.7% |
| 3M | -10.9% | -27.7% | +16.8% | -3.4% |
| 6M | +5.8% | -37.3% | +43.1% | +21.8% |
| All | +5.8% | -35.1% | +40.9% | +21.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling