-79.7%
CLF vs MTSI
+1,308.1%
-1,387.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.5% | -1.7% | +0.7% |
| 7D | +7.6% | +1.4% | +6.2% | +7.1% |
| 30D | -1.2% | +2.1% | -3.3% | -2.7% |
| 3M | -13.4% | -29.7% | +16.4% | -5.2% |
| 6M | +15.4% | +12.5% | +2.9% | +7.4% |
| YTD | -5.9% | +57.0% | -62.9% | -21.8% |
| 1Y | +18.8% | +103.9% | -85.1% | -9.5% |
| 3Y | -19.4% | +223.6% | -243.0% | -48.9% |
| 5Y | -47.7% | +321.6% | -369.3% | -69.9% |
| 10Y | +130.4% | +517.7% | -387.3% | +2.8% |
| All | -79.7% | +1,308.1% | -1,387.8% | -92.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling